+3,652.6%
HDB vs TROW
+1,166.8%
+2,485.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -2.0% | +0.4% | -2.5% | -2.3% |
| 30D | -4.9% | -4.0% | -0.8% | -2.8% |
| 3M | -2.3% | +5.0% | -7.3% | -5.3% |
| 6M | -23.7% | +24.3% | -48.0% | -32.6% |
| YTD | -38.5% | +9.8% | -48.2% | -42.3% |
| 1Y | -36.5% | +6.4% | -42.9% | -39.7% |
| 3Y | -28.5% | +15.8% | -44.3% | -37.8% |
| 5Y | -37.4% | -37.3% | -0.1% | -27.2% |
| 10Y | +34.0% | +130.6% | -96.6% | -34.1% |
| All | +3,652.6% | +1,166.8% | +2,485.8% | +927.6% |
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