+571.9%
HPE vs XYL
+213.2%
+358.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +7.9% | -3.7% | +11.6% | +10.1% |
| 30D | -23.5% | -8.3% | -15.2% | -21.5% |
| 3M | -19.1% | -21.4% | +2.4% | -9.3% |
| 6M | +51.4% | -12.9% | +64.3% | +58.2% |
| YTD | +103.4% | -30.1% | +133.5% | +140.4% |
| 1Y | +114.4% | -35.2% | +149.5% | +165.3% |
| 3Y | +224.7% | -0.8% | +225.4% | +208.4% |
| 5Y | +277.8% | -23.2% | +301.0% | +307.3% |
| 10Y | +371.1% | +101.2% | +269.8% | +156.6% |
| All | +571.9% | +213.2% | +358.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling