+51.0%
HPQ vs TROW
-39.3%
+90.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.2% | +9.6% | +9.0% |
| 7D | +9.8% | -3.2% | +12.9% | +11.6% |
| 30D | +22.4% | -4.6% | +27.0% | +25.2% |
| 3M | +45.2% | -0.7% | +45.8% | +44.2% |
| 6M | +96.4% | +22.2% | +74.2% | +74.4% |
| YTD | +65.4% | +6.6% | +58.8% | +57.4% |
| 1Y | +31.6% | +5.8% | +25.7% | +26.1% |
| 3Y | +37.0% | +11.6% | +25.4% | +25.0% |
| All | +51.0% | -39.3% | +90.3% | +74.9% |
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