+2.6%
HAL vs TROW
+130.0%
-127.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | +0.1% |
| 7D | -3.3% | -3.2% | -0.1% | -1.4% |
| 30D | +8.2% | -4.6% | +12.8% | +11.2% |
| 3M | -9.4% | -0.7% | -8.8% | -10.2% |
| 6M | +0.6% | +22.2% | -21.6% | -13.0% |
| YTD | +28.6% | +6.6% | +21.9% | +20.4% |
| 1Y | +63.9% | +5.8% | +58.1% | +53.6% |
| 3Y | -7.1% | +11.6% | -18.7% | -17.9% |
| 5Y | +102.3% | -38.9% | +141.3% | +162.8% |
| All | +2.6% | +130.0% | -127.5% | -34.5% |
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