+87.5%
HST vs TROW
+37.3%
+50.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.5% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | +11.2% | +9.3% | +1.9% | +5.7% |
| 3M | +13.1% | -0.9% | +14.0% | +13.5% |
| 6M | +23.9% | +8.3% | +15.6% | +16.9% |
| YTD | +52.3% | +10.6% | +41.6% | +40.7% |
| 1Y | +56.7% | +10.5% | +46.1% | +44.6% |
| 3Y | +87.5% | +36.5% | +51.0% | +49.6% |
| All | +87.5% | +37.3% | +50.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling