+396.0%
HPE vs TROW
-39.3%
+435.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.6% | +13.0% |
| 7D | +19.4% | -3.2% | +22.6% | +21.2% |
| 30D | +5.6% | -4.6% | +10.2% | +8.1% |
| 3M | +33.1% | -0.7% | +33.7% | +31.9% |
| 6M | +192.5% | +22.2% | +170.2% | +159.9% |
| YTD | +160.9% | +6.6% | +154.3% | +148.1% |
| 1Y | +155.0% | +5.8% | +149.1% | +143.8% |
| 3Y | +289.4% | +11.6% | +277.8% | +256.5% |
| All | +396.0% | -39.3% | +435.3% | +423.2% |
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 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