+209.9%
HUT vs XYL
-20.8%
+230.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.8% |
| 7D | +18.9% | +0.8% | +18.0% | +18.2% |
| 30D | +12.0% | -10.8% | +22.8% | +21.2% |
| 3M | -14.9% | -2.5% | -12.3% | -20.1% |
| 6M | +96.8% | -12.2% | +109.0% | +112.4% |
| YTD | +108.8% | -20.1% | +128.9% | +131.1% |
| All | +209.9% | -20.8% | +230.8% | +299.2% |
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