+107.0%
HST vs XYL
+140.7%
-33.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.5% |
| 7D | -0.3% | +0.8% | -1.2% | -0.9% |
| 30D | -2.8% | -10.8% | +8.1% | +3.6% |
| 3M | -6.5% | -2.5% | -3.9% | -5.8% |
| 6M | +20.7% | -12.2% | +32.9% | +28.7% |
| YTD | +30.5% | -20.1% | +50.5% | +46.2% |
| 1Y | +36.8% | -20.6% | +57.4% | +53.6% |
| 3Y | +65.9% | +17.3% | +48.6% | +44.6% |
| 5Y | +73.9% | -14.5% | +88.4% | +78.8% |
| 10Y | +107.0% | +150.2% | -43.2% | +21.8% |
| All | +107.0% | +140.7% | -33.7% | +21.8% |
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