-94.4%
HTZ vs TROW
-31.1%
-63.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | -8.5% | +0.5% | -9.0% | -8.9% |
| 30D | -18.9% | +9.3% | -28.3% | -23.6% |
| 3M | -36.0% | -0.9% | -35.1% | -35.2% |
| 6M | -74.6% | +8.3% | -82.9% | -76.3% |
| YTD | -70.8% | +10.6% | -81.5% | -73.2% |
| 1Y | -75.3% | +10.5% | -85.8% | -77.2% |
| 3Y | -81.6% | +36.5% | -118.1% | -85.3% |
| 5Y | -94.4% | -37.1% | -57.4% | -92.5% |
| All | -94.4% | -31.1% | -63.4% | -93.0% |
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