-91.5%
HTZ vs TROW
-31.4%
-60.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.1% |
| 7D | +7.5% | -1.3% | +8.8% | +8.5% |
| 30D | +47.4% | -4.5% | +52.0% | +52.0% |
| 3M | -54.9% | +3.9% | -58.8% | -56.8% |
| 6M | -47.0% | +22.6% | -69.6% | -55.1% |
| YTD | -55.3% | +10.1% | -65.4% | -59.0% |
| 1Y | -57.6% | +3.6% | -61.2% | -59.6% |
| 3Y | -86.6% | +12.4% | -99.0% | -87.8% |
| 5Y | -86.1% | -37.5% | -48.6% | -80.5% |
| All | -91.5% | -31.4% | -60.1% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling