+29.6%
HWM vs XYL
-20.8%
+50.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.0% | -13.7% | -11.5% |
| 7D | -9.2% | +1.8% | -11.0% | -9.6% |
| 30D | -17.9% | -9.2% | -8.6% | -15.2% |
| 3M | -6.0% | -0.3% | -5.8% | -7.3% |
| 6M | -7.4% | -11.0% | +3.6% | -4.4% |
| YTD | +13.1% | -19.2% | +32.3% | +19.5% |
| All | +29.6% | -20.8% | +50.4% | +38.7% |
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