+265.3%
HUT vs XYL
-23.4%
+288.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.5% |
| 7D | +17.8% | -5.0% | +22.8% | +21.7% |
| 30D | +0.8% | -13.2% | +14.1% | +10.5% |
| 3M | -26.8% | -3.7% | -23.1% | -31.0% |
| 6M | +72.6% | -17.7% | +90.3% | +96.3% |
| YTD | +103.6% | -21.5% | +125.1% | +128.0% |
| 1Y | +265.3% | -24.5% | +289.8% | +373.4% |
| All | +265.3% | -23.4% | +288.6% | +373.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling