-94.8%
HTZ vs TROW
-38.5%
-56.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.4% | -17.4% | -18.1% |
| 7D | -7.7% | +2.0% | -9.7% | -8.4% |
| 30D | -13.1% | +4.9% | -18.0% | -15.7% |
| 3M | +14.7% | -4.3% | +19.0% | +19.0% |
| 6M | -70.6% | +7.0% | -77.6% | -72.3% |
| YTD | -65.2% | +10.4% | -75.6% | -68.0% |
| 1Y | -73.2% | +11.8% | -85.0% | -75.6% |
| 3Y | -80.8% | +31.5% | -112.3% | -84.4% |
| 5Y | -94.8% | -38.3% | -56.4% | -90.4% |
| All | -94.8% | -38.5% | -56.3% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling