-9.0%
HL vs TROW
+21.8%
-30.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | -5.6% | -3.0% | -2.6% | -3.1% |
| 30D | +12.7% | -5.5% | +18.2% | +18.1% |
| 3M | +42.5% | +2.3% | +40.3% | +37.7% |
| 6M | -9.0% | +23.9% | -32.9% | -21.2% |
| All | -9.0% | +21.8% | -30.8% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling