+563.1%
HPE vs TROW
+130.0%
+433.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.6% | +13.1% |
| 7D | +19.4% | -3.2% | +22.6% | +21.5% |
| 30D | +5.6% | -4.6% | +10.2% | +8.4% |
| 3M | +33.1% | -0.7% | +33.7% | +31.9% |
| 6M | +192.5% | +22.2% | +170.2% | +157.3% |
| YTD | +160.9% | +6.6% | +154.3% | +147.2% |
| 1Y | +155.0% | +5.8% | +149.1% | +143.0% |
| 3Y | +289.4% | +11.6% | +277.8% | +255.4% |
| 5Y | +395.7% | -38.9% | +434.6% | +515.2% |
| All | +563.1% | +130.0% | +433.1% | +346.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling