+5.3%
HUM vs TROW
-39.3%
+44.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.5% |
| 7D | +2.1% | -3.2% | +5.2% | +2.6% |
| 30D | +5.4% | -4.6% | +10.0% | +6.2% |
| 3M | +11.4% | -0.7% | +12.1% | +11.3% |
| 6M | +141.5% | +22.2% | +119.3% | +133.4% |
| YTD | +61.2% | +6.6% | +54.6% | +59.0% |
| 1Y | +49.2% | +5.8% | +43.3% | +47.2% |
| 3Y | -9.0% | +11.6% | -20.6% | -11.0% |
| All | +5.3% | -39.3% | +44.7% | +10.9% |
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