+175.3%
HOOD vs TROW
-38.9%
+214.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -9.1% | -3.0% | -6.1% | -6.1% |
| 30D | +20.1% | -5.5% | +25.5% | +27.6% |
| 3M | +31.2% | +2.3% | +29.0% | +27.5% |
| 6M | +44.3% | +23.9% | +20.4% | +14.9% |
| YTD | +0.2% | +7.9% | -7.7% | -7.5% |
| 1Y | -3.5% | +6.1% | -9.6% | -9.3% |
| 3Y | +955.2% | +13.8% | +941.4% | +833.0% |
| 5Y | +175.3% | -38.2% | +213.5% | +379.1% |
| All | +175.3% | -38.9% | +214.2% | +379.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling