+248.6%
HD vs TROW
+122.3%
+126.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +18.0% | +9.3% | +8.7% | +13.3% |
| 3M | +2.8% | -0.9% | +3.7% | +3.2% |
| 6M | +17.0% | +8.3% | +8.6% | +12.3% |
| YTD | +3.5% | +10.6% | -7.1% | -2.2% |
| 1Y | -2.6% | +10.5% | -13.1% | -8.0% |
| 3Y | +30.7% | +36.5% | -5.8% | +9.0% |
| 5Y | +6.2% | -37.1% | +43.3% | +24.2% |
| All | +248.6% | +122.3% | +126.3% | +144.1% |
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