+13.1%
HON vs XYL
-30.7%
+43.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +0.8% |
| 7D | +4.2% | +14.5% | -10.3% | +0.9% |
| 30D | +6.7% | -1.3% | +8.0% | +6.2% |
| 3M | -7.9% | -17.0% | +9.1% | -3.4% |
| 6M | +4.8% | -11.3% | +16.2% | +6.8% |
| YTD | +13.2% | -25.0% | +38.1% | +20.0% |
| 1Y | +13.1% | -31.5% | +44.6% | +22.3% |
| All | +13.1% | -30.7% | +43.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling