+99.3%
HLT vs TROW
+11.3%
+88.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -1.6% | -3.2% | +1.6% | -0.2% |
| 30D | -5.0% | -4.6% | -0.4% | -3.1% |
| 3M | -10.4% | -0.7% | -9.7% | -10.6% |
| 6M | +3.2% | +22.2% | -19.0% | -6.5% |
| YTD | +6.7% | +6.6% | +0.1% | +2.3% |
| 1Y | +10.3% | +5.8% | +4.4% | +5.8% |
| 3Y | +99.3% | +11.6% | +87.7% | +88.3% |
| All | +99.3% | +11.3% | +88.0% | +88.3% |
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