-91.6%
HTZ vs XYL
-11.0%
-80.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.0% | +4.2% | +5.8% |
| 7D | +18.9% | +14.5% | +4.4% | +8.6% |
| 30D | +26.3% | -1.3% | +27.6% | +25.6% |
| 3M | +49.7% | -17.0% | +66.6% | +67.5% |
| 6M | -61.1% | -11.3% | -49.8% | -59.5% |
| YTD | -56.0% | -25.0% | -31.1% | -48.0% |
| 1Y | -66.4% | -31.5% | -34.9% | -57.1% |
| 3Y | -75.8% | +8.2% | -84.0% | -78.0% |
| 5Y | -93.1% | -17.1% | -75.9% | -92.4% |
| All | -91.6% | -11.0% | -80.7% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling