+25.0%
HL vs TROW
+17.3%
+7.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.0% | +7.2% | +8.0% |
| 7D | +0.2% | +8.2% | -8.0% | -6.0% |
| 30D | -12.1% | +8.3% | -20.4% | -17.6% |
| 3M | -2.8% | -1.6% | -1.3% | -2.1% |
| 6M | -14.9% | +11.9% | -26.8% | -21.4% |
| YTD | -22.0% | +14.3% | -36.4% | -31.9% |
| 1Y | +25.0% | +17.0% | +8.0% | +8.2% |
| All | +25.0% | +17.3% | +7.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling