+123.6%
HOOD vs XYL
-19.1%
+142.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.4% |
| 7D | -3.8% | -3.7% | 0.0% | -0.8% |
| 30D | -23.0% | -8.3% | -14.6% | -19.5% |
| 3M | -21.6% | -21.4% | -0.2% | -6.4% |
| 6M | +1.4% | -12.9% | +14.4% | +7.8% |
| YTD | -31.2% | -30.1% | -1.1% | -11.0% |
| 1Y | -35.9% | -35.2% | -0.8% | -10.7% |
| 3Y | +836.9% | -0.8% | +837.7% | +777.2% |
| 5Y | +121.1% | -23.2% | +144.4% | +112.3% |
| All | +123.6% | -19.1% | +142.7% | +182.2% |
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