+225.5%
HOOD vs XYL
-8.5%
+234.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.8% |
| 7D | -9.1% | -1.2% | -7.9% | -8.3% |
| 30D | +20.1% | -13.2% | +33.2% | +36.0% |
| 3M | +31.2% | -0.2% | +31.4% | +28.2% |
| 6M | +44.3% | -12.5% | +56.8% | +58.8% |
| YTD | +0.2% | -20.9% | +21.1% | +20.4% |
| 1Y | -3.5% | -21.6% | +18.0% | +17.4% |
| 3Y | +955.2% | +16.1% | +939.1% | +789.2% |
| 5Y | +175.3% | -15.6% | +190.9% | +135.7% |
| All | +225.5% | -8.5% | +234.0% | +281.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling