+1,773.8%
HWM vs XYL
+155.2%
+1,618.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.9% |
| 7D | -2.1% | -5.0% | +2.9% | +1.3% |
| 30D | -11.0% | -13.2% | +2.2% | -2.4% |
| 3M | +4.0% | -3.7% | +7.7% | +5.6% |
| 6M | -0.2% | -17.7% | +17.5% | +12.3% |
| YTD | +26.7% | -21.5% | +48.2% | +46.1% |
| 1Y | +44.7% | -24.5% | +69.2% | +71.3% |
| 3Y | +426.1% | +6.9% | +419.2% | +367.4% |
| 5Y | +738.5% | -18.1% | +756.6% | +786.6% |
| All | +1,773.8% | +155.2% | +1,618.6% | +740.6% |
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