-23.8%
XYL vs HBM
+98.2%
-122.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | -0.5% |
| 7D | -1.2% | -3.7% | +2.5% | -1.0% |
| 30D | -13.2% | -3.7% | -9.5% | -13.0% |
| 3M | -0.2% | +8.0% | -8.2% | -0.6% |
| 6M | -12.5% | +15.8% | -28.3% | -14.2% |
| YTD | -20.9% | +34.4% | -55.3% | -23.3% |
| All | -23.8% | +98.2% | -122.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling