+15.6%
XYL vs HBM
+506.5%
-490.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +0.8% | +5.5% | -4.7% | +0.2% |
| 30D | -10.8% | +3.3% | -14.1% | -11.3% |
| 3M | -2.5% | +12.7% | -15.2% | -4.3% |
| 6M | -12.2% | +28.2% | -40.4% | -15.9% |
| YTD | -20.1% | +45.3% | -65.4% | -25.5% |
| 1Y | -20.6% | +121.7% | -142.4% | -31.0% |
| All | +15.6% | +506.5% | -490.9% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling