+292.1%
HST vs XYL
+403.7%
-111.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | +14.5% | -5.7% | +20.2% | +16.6% |
| 3M | +15.4% | -19.8% | +35.2% | +27.9% |
| 6M | +22.0% | -14.2% | +36.2% | +29.7% |
| YTD | +54.9% | -28.1% | +82.9% | +80.0% |
| 1Y | +54.0% | -35.0% | +89.0% | +89.4% |
| 3Y | +90.4% | +2.1% | +88.4% | +78.8% |
| 5Y | +84.2% | -22.1% | +106.3% | +96.7% |
| 10Y | +144.6% | +107.0% | +37.6% | +52.4% |
| All | +292.1% | +403.7% | -111.7% | +56.1% |
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