+950.7%
HOOD vs XYL
+5.6%
+945.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +1.9% |
| 7D | -0.6% | +2.1% | -2.7% | -2.1% |
| 30D | -23.6% | -3.4% | -20.2% | -23.6% |
| 3M | -10.7% | -17.2% | +6.5% | +1.8% |
| 6M | +8.2% | -12.0% | +20.2% | +14.0% |
| YTD | -26.3% | -26.3% | 0.0% | -8.5% |
| 1Y | -36.1% | -33.5% | -2.6% | -10.6% |
| 3Y | +950.7% | +6.4% | +944.3% | +948.8% |
| All | +950.7% | +5.6% | +945.1% | +948.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling