+59.2%
HAL vs TROW
-37.1%
+96.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.9% |
| 7D | +6.1% | +0.5% | +5.6% | +5.9% |
| 30D | +2.9% | +9.3% | -6.5% | -0.8% |
| 3M | +3.3% | -0.9% | +4.3% | +3.4% |
| 6M | -16.9% | +8.3% | -25.3% | -20.6% |
| YTD | +21.2% | +10.6% | +10.5% | +14.1% |
| 1Y | +27.5% | +10.5% | +17.0% | +20.0% |
| 3Y | -6.4% | +36.5% | -43.0% | -19.6% |
| All | +59.2% | -37.1% | +96.3% | +95.1% |
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