+537.4%
HWM vs XYL
-21.3%
+558.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.5% |
| 7D | +3.4% | +5.9% | -2.5% | +0.7% |
| 30D | -7.5% | -3.9% | -3.6% | -7.0% |
| 3M | -28.9% | -18.7% | -10.2% | -22.9% |
| 6M | -19.6% | -16.9% | -2.7% | -14.3% |
| YTD | +0.6% | -27.4% | +28.0% | +14.1% |
| 1Y | +0.3% | -34.0% | +34.3% | +19.5% |
| 3Y | +326.1% | +5.6% | +320.5% | +285.1% |
| All | +537.4% | -21.3% | +558.7% | +571.1% |
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