+137.1%
HST vs XYL
+104.0%
+33.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | -1.3% | -5.9% | +4.6% | +2.0% |
| 30D | +13.4% | -7.3% | +20.7% | +16.6% |
| 3M | +16.7% | -22.5% | +39.2% | +32.5% |
| 6M | +24.0% | -14.4% | +38.4% | +32.2% |
| YTD | +54.0% | -29.4% | +83.3% | +82.0% |
| 1Y | +55.0% | -35.6% | +90.6% | +93.7% |
| 3Y | +89.3% | +0.3% | +89.1% | +77.6% |
| 5Y | +85.4% | -22.3% | +107.8% | +98.4% |
| 10Y | +137.1% | +103.2% | +33.9% | +50.0% |
| All | +137.1% | +104.0% | +33.2% | +50.0% |
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