+1,573.3%
HWM vs TROW
+145.2%
+1,428.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.5% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -17.9% | -4.0% | -13.8% | -15.9% |
| 3M | -6.0% | +5.0% | -11.1% | -9.5% |
| 6M | -7.4% | +24.3% | -31.7% | -19.6% |
| YTD | +13.1% | +9.8% | +3.3% | +5.1% |
| 1Y | +29.3% | +6.4% | +22.9% | +21.9% |
| 3Y | +389.9% | +15.8% | +374.1% | +327.0% |
| 5Y | +655.5% | -37.3% | +692.8% | +854.3% |
| All | +1,573.3% | +145.2% | +1,428.1% | +864.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling