+403.8%
HUT vs TROW
+31.7%
+372.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.4% | -5.4% |
| 7D | +2.8% | -3.0% | +5.9% | +5.9% |
| 30D | +2.1% | -5.5% | +7.5% | +7.9% |
| 3M | -14.3% | +2.3% | -16.5% | -17.6% |
| 6M | +84.2% | +23.9% | +60.3% | +48.3% |
| YTD | +97.2% | +7.9% | +89.3% | +82.3% |
| 1Y | +192.7% | +6.1% | +186.6% | +177.0% |
| 3Y | +712.6% | +13.8% | +698.7% | +646.5% |
| 5Y | +85.5% | -38.2% | +123.7% | +177.7% |
| All | +403.8% | +31.7% | +372.1% | +440.2% |
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