+324.1%
HPQ vs XYL
+466.0%
-141.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -6.1% |
| 7D | -0.5% | +1.8% | -2.3% | -1.6% |
| 30D | +3.7% | -9.2% | +12.9% | +8.8% |
| 3M | +24.3% | -0.3% | +24.6% | +23.5% |
| 6M | +64.8% | -11.0% | +75.7% | +73.0% |
| YTD | +43.9% | -19.2% | +63.1% | +58.5% |
| 1Y | +11.7% | -21.2% | +32.9% | +24.8% |
| 3Y | +19.7% | +18.6% | +1.1% | +5.2% |
| 5Y | +32.2% | -14.3% | +46.5% | +35.3% |
| 10Y | +198.9% | +141.0% | +57.9% | +76.2% |
| All | +324.1% | +466.0% | -141.9% | +76.9% |
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