+655.5%
HWM vs XYL
-14.7%
+670.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.0% | -13.7% | -12.1% |
| 7D | -9.2% | +1.8% | -11.0% | -10.1% |
| 30D | -17.9% | -9.2% | -8.6% | -14.3% |
| 3M | -6.0% | -0.3% | -5.8% | -6.8% |
| 6M | -7.4% | -11.0% | +3.6% | -3.0% |
| YTD | +13.1% | -19.2% | +32.3% | +23.6% |
| 1Y | +29.3% | -21.2% | +50.5% | +43.1% |
| 3Y | +389.9% | +18.6% | +371.3% | +326.4% |
| 5Y | +655.5% | -14.3% | +669.9% | +608.8% |
| All | +655.5% | -14.7% | +670.2% | +608.8% |
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