-9.0%
HUM vs XYL
+15.7%
-24.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.1% | +1.2% | +0.9% | +1.8% |
| 30D | +5.4% | -11.9% | +17.3% | +7.9% |
| 3M | +11.4% | -1.5% | +13.0% | +11.1% |
| 6M | +141.5% | -11.9% | +153.4% | +146.5% |
| YTD | +61.2% | -20.6% | +81.8% | +69.7% |
| 1Y | +49.2% | -23.5% | +72.7% | +58.0% |
| 3Y | -9.0% | +14.9% | -23.9% | -5.5% |
| All | -9.0% | +15.7% | -24.7% | -5.5% |
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