-86.5%
HTZ vs XYL
+8.6%
-95.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +2.9% |
| 7D | +7.5% | -5.0% | +12.5% | +11.6% |
| 30D | +47.4% | -13.2% | +60.7% | +63.9% |
| 3M | -54.9% | -3.7% | -51.2% | -55.3% |
| 6M | -47.0% | -17.7% | -29.3% | -39.3% |
| YTD | -55.3% | -21.5% | -33.7% | -46.9% |
| 1Y | -57.6% | -24.5% | -33.1% | -47.6% |
| All | -86.5% | +8.6% | -95.1% | -88.4% |
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