+1,547.2%
HWM vs TROW
+141.0%
+1,406.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.5% | -3.0% | -9.5% | -10.9% |
| 30D | -19.0% | -5.5% | -13.5% | -16.4% |
| 3M | -8.6% | +2.3% | -10.9% | -10.6% |
| 6M | -10.2% | +23.9% | -34.1% | -21.9% |
| YTD | +11.3% | +7.9% | +3.4% | +4.5% |
| 1Y | +24.3% | +6.1% | +18.1% | +17.3% |
| 3Y | +382.3% | +13.8% | +368.4% | +324.6% |
| 5Y | +640.6% | -38.2% | +678.8% | +843.2% |
| All | +1,547.2% | +141.0% | +1,406.2% | +858.5% |
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