+1,573.3%
HWM vs XYL
+162.7%
+1,410.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.0% | -13.7% | -12.7% |
| 7D | -9.2% | +1.8% | -11.0% | -10.5% |
| 30D | -17.9% | -9.2% | -8.6% | -12.9% |
| 3M | -6.0% | -0.3% | -5.8% | -7.1% |
| 6M | -7.4% | -11.0% | +3.6% | -1.4% |
| YTD | +13.1% | -19.2% | +32.3% | +27.6% |
| 1Y | +29.3% | -21.2% | +50.5% | +48.3% |
| 3Y | +389.9% | +18.6% | +371.3% | +303.1% |
| 5Y | +655.5% | -14.3% | +669.9% | +671.2% |
| All | +1,573.3% | +162.7% | +1,410.6% | +634.3% |
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