+403.8%
HUT vs XYL
+54.0%
+349.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.7% |
| 7D | +2.8% | -1.2% | +4.1% | +4.0% |
| 30D | +2.1% | -13.2% | +15.2% | +15.0% |
| 3M | -14.3% | -0.2% | -14.1% | -16.8% |
| 6M | +84.2% | -12.5% | +96.7% | +103.2% |
| YTD | +97.2% | -20.9% | +118.1% | +136.2% |
| 1Y | +192.7% | -21.6% | +214.3% | +255.7% |
| 3Y | +712.6% | +16.1% | +696.4% | +628.5% |
| 5Y | +85.5% | -15.6% | +101.1% | +107.8% |
| All | +403.8% | +54.0% | +349.8% | +295.5% |
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 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