+308.1%
HUBS vs TROW
+130.0%
+178.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.7% |
| 7D | -9.0% | -3.2% | -5.8% | -6.8% |
| 30D | +7.2% | -4.6% | +11.8% | +11.1% |
| 3M | +20.9% | -0.7% | +21.5% | +21.2% |
| 6M | -13.0% | +22.2% | -35.2% | -25.6% |
| YTD | -43.8% | +6.6% | -50.5% | -46.9% |
| 1Y | -54.6% | +5.8% | -60.5% | -56.9% |
| 3Y | -58.5% | +11.6% | -70.1% | -63.5% |
| 5Y | -66.4% | -38.9% | -27.5% | -54.6% |
| All | +308.1% | +130.0% | +178.1% | +127.6% |
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 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