+58.0%
HAS vs TROW
+132.8%
-74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -3.1% | -3.0% | -0.1% | -1.6% |
| 30D | -6.4% | -5.5% | -0.9% | -3.8% |
| 3M | +10.4% | +2.3% | +8.1% | +8.7% |
| 6M | -3.7% | +23.9% | -27.6% | -13.7% |
| YTD | +12.5% | +7.9% | +4.6% | +7.3% |
| 1Y | +19.8% | +6.1% | +13.7% | +15.0% |
| 3Y | +46.0% | +13.8% | +32.1% | +33.1% |
| 5Y | +12.5% | -38.2% | +50.7% | +32.4% |
| All | +58.0% | +132.8% | -74.7% | +15.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling