+392.8%
HL vs TROW
+11.3%
+381.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -4.4% | -3.2% | -1.2% | -2.6% |
| 30D | +9.3% | -4.6% | +13.9% | +12.5% |
| 3M | +32.0% | -0.7% | +32.6% | +32.8% |
| 6M | -6.4% | +22.2% | -28.6% | -15.9% |
| YTD | +3.1% | +6.6% | -3.5% | -0.8% |
| 1Y | +77.6% | +5.8% | +71.7% | +71.4% |
| 3Y | +392.8% | +11.6% | +381.2% | +314.9% |
| All | +392.8% | +11.3% | +381.5% | +314.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling