+717.5%
HPE vs TROW
+127.3%
+590.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +6.0% |
| 7D | +13.6% | -1.5% | +15.1% | +14.6% |
| 30D | +7.7% | -5.3% | +13.0% | +11.0% |
| 3M | +22.4% | +2.9% | +19.4% | +18.9% |
| 6M | +172.6% | +22.2% | +150.4% | +139.3% |
| YTD | +147.5% | +8.1% | +139.4% | +132.5% |
| 1Y | +151.8% | +5.8% | +146.0% | +139.8% |
| 3Y | +267.1% | +14.0% | +253.0% | +230.2% |
| 5Y | +362.8% | -38.3% | +401.0% | +475.6% |
| 10Y | +540.2% | +131.7% | +408.5% | +230.0% |
| All | +717.5% | +127.3% | +590.1% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling