+792.3%
HUT vs XYL
+18.1%
+774.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.4% | +3.5% |
| 7D | +28.3% | +1.8% | +26.5% | +26.1% |
| 30D | +12.3% | -9.2% | +21.5% | +23.2% |
| 3M | -16.8% | -0.3% | -16.5% | -21.0% |
| 6M | +111.4% | -11.0% | +122.3% | +131.5% |
| YTD | +116.6% | -19.2% | +135.8% | +160.2% |
| 1Y | +290.5% | -21.2% | +311.7% | +386.3% |
| 3Y | +792.3% | +18.6% | +773.7% | +852.6% |
| All | +792.3% | +18.1% | +774.2% | +852.6% |
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