+243.8%
HPQ vs XYL
+150.5%
+93.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.2% |
| 7D | +9.8% | +1.2% | +8.6% | +8.9% |
| 30D | +22.4% | -11.9% | +34.3% | +30.9% |
| 3M | +45.2% | -1.5% | +46.7% | +45.3% |
| 6M | +96.4% | -11.9% | +108.3% | +107.9% |
| YTD | +65.4% | -20.6% | +86.0% | +84.9% |
| 1Y | +31.6% | -23.5% | +55.1% | +50.7% |
| 3Y | +37.0% | +14.9% | +22.2% | +21.0% |
| 5Y | +53.0% | -15.3% | +68.3% | +57.9% |
| All | +243.8% | +150.5% | +93.4% | +105.4% |
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