-39.0%
TROW vs XHB
+33.0%
-72.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.3% |
| 7D | -3.2% | -4.6% | +1.5% | 0.0% |
| 30D | -4.6% | -9.1% | +4.5% | +1.8% |
| 3M | -0.7% | -8.6% | +7.9% | +4.9% |
| 6M | +22.2% | -4.0% | +26.2% | +23.3% |
| YTD | +6.6% | -3.9% | +10.6% | +6.4% |
| 1Y | +5.8% | -16.5% | +22.3% | +17.3% |
| 3Y | +11.6% | +22.6% | -11.0% | -15.2% |
| All | -39.0% | +33.0% | -72.0% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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