+3,324.5%
HAS vs TROW
+14,446.5%
-11,122.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | +2.3% | -4.5% | +6.8% | +3.6% |
| 3M | +10.4% | +3.9% | +6.5% | +9.0% |
| 6M | -3.2% | +22.6% | -25.8% | -9.0% |
| YTD | +15.4% | +10.1% | +5.3% | +11.7% |
| 1Y | +18.8% | +3.6% | +15.2% | +16.9% |
| 3Y | +43.9% | +12.4% | +31.5% | +37.9% |
| 5Y | +13.9% | -37.5% | +51.4% | +26.1% |
| 10Y | +56.4% | +130.0% | -73.5% | +22.1% |
| All | +3,324.5% | +14,446.5% | -11,122.0% | +1,036.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling