-94.4%
HTZ vs XYL
-14.7%
-79.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.4% | -5.5% | -6.3% |
| 7D | -27.5% | +0.6% | -28.1% | -27.4% |
| 30D | -21.9% | -5.7% | -16.2% | -19.6% |
| 3M | -29.2% | -19.8% | -9.5% | -18.4% |
| 6M | -75.2% | -14.2% | -61.0% | -73.6% |
| YTD | -70.8% | -28.1% | -42.7% | -64.3% |
| 1Y | -76.1% | -35.0% | -41.1% | -68.3% |
| 3Y | -82.5% | +2.1% | -84.6% | -83.4% |
| 5Y | -94.1% | -22.1% | -72.0% | -93.2% |
| All | -94.4% | -14.7% | -79.8% | -94.7% |
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