+109.0%
HST vs TROW
+130.0%
-21.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.1% |
| 7D | +0.9% | -3.2% | +4.0% | +2.7% |
| 30D | -2.5% | -4.6% | +2.1% | +0.1% |
| 3M | -5.1% | -0.7% | -4.5% | -5.4% |
| 6M | +21.6% | +22.2% | -0.6% | +7.6% |
| YTD | +31.6% | +6.6% | +25.0% | +25.3% |
| 1Y | +36.1% | +5.8% | +30.3% | +29.8% |
| 3Y | +66.5% | +11.6% | +54.9% | +52.0% |
| 5Y | +76.6% | -38.9% | +115.5% | +119.6% |
| All | +109.0% | +130.0% | -21.0% | +43.9% |
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 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