+75.6%
HST vs TROW
+17.3%
+58.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | -0.8% |
| 7D | +3.3% | +8.2% | -4.9% | +0.5% |
| 30D | +16.4% | +8.3% | +8.0% | +13.0% |
| 3M | +5.5% | -1.6% | +7.0% | +5.9% |
| 6M | +31.1% | +11.9% | +19.2% | +24.4% |
| YTD | +55.9% | +14.3% | +41.6% | +43.2% |
| 1Y | +75.6% | +17.0% | +58.6% | +58.8% |
| All | +75.6% | +17.3% | +58.3% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling