-39.0%
TROW vs USHY
+20.9%
-59.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | -0.7% | -2.5% | -1.4% |
| 30D | -4.6% | -0.7% | -3.9% | -2.8% |
| 3M | -0.7% | +0.1% | -0.7% | -0.7% |
| 6M | +22.2% | +1.8% | +20.4% | +16.8% |
| YTD | +6.6% | +1.8% | +4.9% | +2.0% |
| 1Y | +5.8% | +3.3% | +2.5% | -2.6% |
| 3Y | +11.6% | +27.0% | -15.4% | -38.3% |
| All | -39.0% | +20.9% | -59.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling