+1,520.0%
HWM vs XYL
+129.7%
+1,390.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.0% | +3.4% |
| 7D | +5.0% | -5.9% | +10.8% | +9.0% |
| 30D | +1.5% | -7.3% | +8.8% | +4.6% |
| 3M | -20.3% | -22.5% | +2.2% | -8.2% |
| 6M | -18.0% | -14.4% | -3.6% | -12.3% |
| YTD | +9.5% | -29.4% | +38.9% | +32.1% |
| 1Y | +7.5% | -35.6% | +43.1% | +38.2% |
| 3Y | +355.7% | +0.3% | +355.4% | +312.4% |
| 5Y | +610.2% | -22.3% | +632.6% | +655.8% |
| 10Y | +1,516.8% | +103.2% | +1,413.5% | +728.9% |
| All | +1,520.0% | +129.7% | +1,390.4% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling