-94.3%
HTZ vs TROW
-31.5%
-62.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -3.9% | -4.4% |
| 7D | -14.0% | -0.5% | -13.5% | -13.6% |
| 30D | -19.8% | +6.7% | -26.5% | -23.0% |
| 3M | -45.0% | -1.7% | -43.3% | -43.9% |
| 6M | -73.2% | +7.8% | -81.0% | -74.9% |
| YTD | -70.0% | +9.9% | -80.0% | -72.3% |
| 1Y | -75.7% | +8.7% | -84.4% | -77.3% |
| 3Y | -82.1% | +35.2% | -117.3% | -85.6% |
| 5Y | -94.3% | -37.5% | -56.8% | -92.2% |
| All | -94.3% | -31.5% | -62.8% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling