-86.4%
HTZ vs XYL
-17.7%
-68.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +2.8% |
| 7D | +7.5% | -5.0% | +12.5% | +11.3% |
| 30D | +47.4% | -13.2% | +60.7% | +62.8% |
| 3M | -54.9% | -3.7% | -51.2% | -55.0% |
| 6M | -47.0% | -17.7% | -29.3% | -40.2% |
| YTD | -55.3% | -21.5% | -33.7% | -47.8% |
| 1Y | -57.6% | -24.5% | -33.1% | -49.0% |
| 3Y | -86.6% | +6.9% | -93.5% | -87.5% |
| All | -86.4% | -17.7% | -68.7% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling