+442.4%
HWM vs XYL
+12.6%
+429.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.4% |
| 7D | -2.1% | -5.0% | +2.9% | 0.0% |
| 30D | -11.0% | -13.2% | +2.2% | -5.7% |
| 3M | +4.0% | -3.7% | +7.7% | +4.8% |
| 6M | -0.2% | -17.7% | +17.5% | +7.5% |
| YTD | +26.7% | -21.5% | +48.2% | +38.7% |
| 1Y | +44.7% | -24.5% | +69.2% | +61.4% |
| All | +442.4% | +12.6% | +429.8% | +386.5% |
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