+12.6%
HAS vs TROW
-36.6%
+49.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -2.7% | -4.0% | +1.3% | -0.8% |
| 3M | +8.9% | +5.0% | +3.9% | +5.9% |
| 6M | -2.9% | +24.3% | -27.2% | -13.2% |
| YTD | +12.6% | +9.8% | +2.9% | +6.5% |
| 1Y | +17.5% | +6.4% | +11.0% | +12.6% |
| 3Y | +46.2% | +15.8% | +30.4% | +31.2% |
| 5Y | +12.6% | -37.3% | +49.9% | +22.0% |
| All | +12.6% | -36.6% | +49.2% | +22.0% |
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