-93.4%
HTZ vs XYL
-11.8%
-81.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.1% |
| 7D | -7.7% | +10.2% | -18.0% | -13.4% |
| 30D | -13.1% | -4.3% | -8.8% | -11.7% |
| 3M | +14.7% | -17.8% | +32.6% | +29.6% |
| 6M | -70.6% | -13.4% | -57.2% | -68.8% |
| YTD | -65.2% | -25.7% | -39.5% | -58.4% |
| 1Y | -73.2% | -32.7% | -40.5% | -65.3% |
| 3Y | -80.8% | +7.1% | -87.9% | -82.4% |
| 5Y | -94.8% | -18.7% | -76.0% | -94.2% |
| All | -93.4% | -11.8% | -81.5% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling