+1,484.2%
HWM vs XYL
+133.8%
+1,350.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.8% |
| 7D | -1.8% | +0.6% | -2.3% | -2.4% |
| 30D | -2.7% | -5.7% | +3.0% | -0.8% |
| 3M | -22.7% | -19.8% | -2.9% | -12.9% |
| 6M | -18.9% | -14.2% | -4.8% | -13.4% |
| YTD | +7.1% | -28.1% | +35.2% | +27.8% |
| 1Y | +4.7% | -35.0% | +39.7% | +33.9% |
| 3Y | +345.6% | +2.1% | +343.5% | +298.9% |
| 5Y | +588.3% | -22.1% | +610.4% | +633.4% |
| 10Y | +1,516.2% | +107.0% | +1,409.2% | +719.4% |
| All | +1,484.2% | +133.8% | +1,350.4% | +635.2% |
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