+44.4%
HAS vs TROW
+12.9%
+31.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.7% |
| 7D | -4.8% | -1.5% | -3.3% | -4.1% |
| 30D | -5.1% | -5.3% | +0.2% | -2.5% |
| 3M | +6.4% | +2.9% | +3.4% | +4.2% |
| 6M | -5.6% | +22.2% | -27.9% | -15.9% |
| YTD | +11.0% | +8.1% | +2.9% | +5.1% |
| 1Y | +16.8% | +5.8% | +11.0% | +11.6% |
| All | +44.4% | +12.9% | +31.6% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling