+179.3%
HOOD vs XYL
-15.4%
+194.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.8% |
| 7D | +7.7% | +0.8% | +6.9% | +6.9% |
| 30D | +22.0% | -10.8% | +32.8% | +35.1% |
| 3M | +37.6% | -2.5% | +40.2% | +37.4% |
| 6M | +45.3% | -12.2% | +57.5% | +59.6% |
| YTD | +1.9% | -20.1% | +22.0% | +21.7% |
| 1Y | -2.7% | -20.6% | +17.9% | +17.4% |
| 3Y | +973.4% | +17.3% | +956.0% | +789.0% |
| 5Y | +179.3% | -14.5% | +193.8% | +170.3% |
| All | +179.3% | -15.4% | +194.7% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling