+35.7%
HST vs XYL
-23.4%
+59.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -1.0% | -5.0% | +4.0% | +0.5% |
| 30D | -12.3% | -13.2% | +1.0% | -8.5% |
| 3M | -6.4% | -3.7% | -2.6% | -5.9% |
| 6M | +15.0% | -17.7% | +32.7% | +21.2% |
| YTD | +30.5% | -21.5% | +52.0% | +38.1% |
| 1Y | +35.7% | -24.5% | +60.2% | +46.4% |
| All | +35.7% | -23.4% | +59.0% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling