+432.8%
XYL vs HBM
+180.6%
+252.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -5.0% | -6.4% | +1.3% | -4.1% |
| 30D | -13.2% | +5.9% | -19.1% | -14.1% |
| 3M | -3.7% | -8.9% | +5.2% | -3.3% |
| 6M | -17.7% | +10.7% | -28.4% | -20.5% |
| YTD | -21.5% | +38.3% | -59.8% | -27.5% |
| 1Y | -24.5% | +121.3% | -145.8% | -35.8% |
| 3Y | +6.9% | +450.6% | -443.6% | -24.5% |
| 5Y | -18.1% | +338.0% | -356.1% | -42.4% |
| 10Y | +134.7% | +578.6% | -443.9% | +34.0% |
| All | +432.8% | +180.6% | +252.2% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling