-80.2%
HTZ vs XYL
+7.6%
-87.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.1% |
| 7D | -7.7% | +10.2% | -18.0% | -13.3% |
| 30D | -13.1% | -4.3% | -8.8% | -11.9% |
| 3M | +14.7% | -17.8% | +32.6% | +30.1% |
| 6M | -70.6% | -13.4% | -57.2% | -68.9% |
| YTD | -65.2% | -25.7% | -39.5% | -57.8% |
| 1Y | -73.2% | -32.7% | -40.5% | -64.1% |
| All | -80.2% | +7.6% | -87.8% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling