-73.5%
HTZ vs XYL
-34.3%
-39.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.2% | -6.2% | -7.6% |
| 7D | -14.6% | +5.9% | -20.5% | -15.7% |
| 30D | -20.8% | -3.9% | -16.9% | -20.8% |
| 3M | -18.8% | -18.7% | -0.1% | -13.8% |
| 6M | -74.7% | -16.9% | -57.8% | -73.4% |
| YTD | -68.1% | -27.4% | -40.7% | -64.4% |
| 1Y | -73.5% | -34.0% | -39.5% | -62.5% |
| All | -73.5% | -34.3% | -39.2% | -62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling