+124.8%
TROW vs HIG
+313.7%
-188.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | -4.6% | -0.4% | -4.3% | -4.5% |
| 3M | -0.7% | +6.7% | -7.3% | -3.6% |
| 6M | +22.2% | +2.0% | +20.2% | +20.6% |
| YTD | +6.6% | +0.3% | +6.3% | +5.8% |
| 1Y | +5.8% | +4.2% | +1.6% | +3.1% |
| 3Y | +11.6% | +102.2% | -90.6% | -18.8% |
| 5Y | -38.9% | +118.5% | -157.4% | -57.2% |
| All | +124.8% | +313.7% | -188.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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