-95.0%
HTZ vs XYL
-21.3%
-73.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.2% | -6.2% | -6.9% |
| 7D | -14.6% | +5.9% | -20.5% | -17.5% |
| 30D | -20.8% | -3.9% | -16.9% | -19.7% |
| 3M | -18.8% | -18.7% | -0.1% | -7.5% |
| 6M | -74.7% | -16.9% | -57.8% | -72.3% |
| YTD | -68.1% | -27.4% | -40.7% | -61.3% |
| 1Y | -73.5% | -34.0% | -39.5% | -65.2% |
| 3Y | -81.8% | +5.6% | -87.4% | -83.1% |
| All | -95.0% | -21.3% | -73.7% | -93.9% |
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