-91.6%
HTZ vs TROW
-28.8%
-62.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.0% | +3.2% | +4.6% |
| 7D | +18.9% | +8.2% | +10.7% | +12.2% |
| 30D | +26.3% | +8.3% | +17.9% | +18.9% |
| 3M | +49.7% | -1.6% | +51.2% | +50.9% |
| 6M | -61.1% | +11.9% | -73.0% | -64.7% |
| YTD | -56.0% | +14.3% | -70.4% | -60.8% |
| 1Y | -66.4% | +17.0% | -83.4% | -70.5% |
| 3Y | -75.8% | +36.2% | -112.0% | -80.8% |
| 5Y | -93.1% | -35.7% | -57.3% | -90.8% |
| All | -91.6% | -28.8% | -62.9% | -89.8% |
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 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