+3,406.6%
TROW vs HIG
+987.6%
+2,419.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -5.3% | -2.8% | -2.5% | -4.4% |
| 3M | +2.9% | +6.3% | -3.4% | +0.5% |
| 6M | +22.2% | -0.1% | +22.3% | +21.8% |
| YTD | +8.1% | +0.4% | +7.6% | +7.4% |
| 1Y | +5.8% | +6.2% | -0.4% | +2.9% |
| 3Y | +14.0% | +101.6% | -87.6% | -11.8% |
| 5Y | -38.3% | +119.8% | -158.1% | -53.8% |
| 10Y | +131.7% | +311.7% | -180.1% | +32.5% |
| All | +3,406.6% | +987.6% | +2,419.0% | +641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling