+563.1%
HPE vs XYL
+150.5%
+412.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.2% |
| 7D | +19.4% | +1.2% | +18.2% | +18.7% |
| 30D | +5.6% | -11.9% | +17.6% | +13.6% |
| 3M | +33.1% | -1.5% | +34.6% | +32.8% |
| 6M | +192.5% | -11.9% | +204.4% | +211.0% |
| YTD | +160.9% | -20.6% | +181.5% | +193.4% |
| 1Y | +155.0% | -23.5% | +178.5% | +193.3% |
| 3Y | +289.4% | +14.9% | +274.6% | +250.9% |
| 5Y | +395.7% | -15.3% | +411.0% | +416.9% |
| All | +563.1% | +150.5% | +412.6% | +295.8% |
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