+31,139.8%
HD vs TROW
+14,446.5%
+16,693.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | -1.3% | -0.7% | -1.6% |
| 30D | -8.4% | -4.5% | -3.9% | -6.9% |
| 3M | +4.3% | +3.9% | +0.5% | +2.8% |
| 6M | -11.1% | +22.6% | -33.7% | -17.4% |
| YTD | -4.7% | +10.1% | -14.8% | -8.4% |
| 1Y | -19.8% | +3.6% | -23.4% | -21.4% |
| 3Y | +4.1% | +12.4% | -8.3% | -2.1% |
| 5Y | +10.3% | -37.5% | +47.8% | +24.4% |
| 10Y | +203.2% | +130.0% | +73.2% | +115.4% |
| All | +31,139.8% | +14,446.5% | +16,693.3% | +6,461.2% |
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