+82.6%
HST vs XYL
+4.1%
+78.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -2.7% | +5.9% | -8.6% | -4.9% |
| 30D | +10.7% | -3.9% | +14.6% | +11.2% |
| 3M | +6.3% | -18.7% | +24.9% | +15.0% |
| 6M | +19.0% | -16.9% | +35.8% | +26.8% |
| YTD | +47.0% | -27.4% | +74.4% | +66.5% |
| 1Y | +53.4% | -34.0% | +87.5% | +83.4% |
| All | +82.6% | +4.1% | +78.5% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling