-13.9%
HUT vs XYL
-23.5%
+9.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +9.2% |
| 7D | +24.8% | -5.9% | +30.6% | +31.6% |
| 30D | -28.4% | -7.3% | -21.1% | -28.4% |
| 3M | -31.2% | -22.5% | -8.7% | -16.0% |
| 6M | -40.2% | -14.4% | -25.8% | -37.9% |
| YTD | +32.9% | -29.4% | +62.3% | +74.8% |
| 1Y | +39.1% | -35.6% | +74.7% | +106.3% |
| 3Y | +462.8% | +0.3% | +462.5% | +384.9% |
| 5Y | -13.9% | -22.3% | +8.5% | -7.4% |
| All | -13.9% | -23.5% | +9.6% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling