+203.4%
HD vs TROW
+132.8%
+70.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -3.9% | -3.0% | -0.9% | -2.5% |
| 30D | -13.1% | -5.5% | -7.7% | -10.8% |
| 3M | -3.4% | +2.3% | -5.7% | -4.6% |
| 6M | -12.6% | +23.9% | -36.5% | -21.0% |
| YTD | -9.2% | +7.9% | -17.1% | -13.1% |
| 1Y | -23.9% | +6.1% | -30.1% | -26.8% |
| 3Y | +0.4% | +13.8% | -13.4% | -8.6% |
| 5Y | +4.5% | -38.2% | +42.7% | +22.7% |
| All | +203.4% | +132.8% | +70.6% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling