+440.9%
TROW vs XHB
+167.3%
+273.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.2% |
| 30D | -4.0% | -9.1% | +5.0% | +2.9% |
| 3M | +5.0% | -2.3% | +7.3% | +5.7% |
| 6M | +24.3% | -4.1% | +28.4% | +25.8% |
| YTD | +9.8% | -1.7% | +11.5% | +8.1% |
| 1Y | +6.4% | -15.1% | +21.6% | +16.5% |
| 3Y | +15.8% | +26.8% | -11.0% | -9.6% |
| 5Y | -37.3% | +37.3% | -74.6% | -53.9% |
| 10Y | +130.6% | +205.7% | -75.0% | -13.0% |
| All | +440.9% | +167.3% | +273.6% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling