-15.6%
XYL vs HBM
+336.0%
-351.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | +0.1% |
| 7D | -1.2% | -3.7% | +2.5% | -0.7% |
| 30D | -13.2% | -3.7% | -9.5% | -12.8% |
| 3M | -0.2% | +8.0% | -8.2% | -2.1% |
| 6M | -12.5% | +15.8% | -28.3% | -16.1% |
| YTD | -20.9% | +34.4% | -55.3% | -26.7% |
| 1Y | -21.6% | +98.2% | -119.7% | -32.6% |
| 3Y | +16.1% | +476.6% | -460.4% | -21.8% |
| 5Y | -15.6% | +331.1% | -346.7% | -42.6% |
| All | -15.6% | +336.0% | -351.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling