-14.9%
HAL vs PWR
+1,844.4%
-1,859.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.5% |
| 7D | +6.1% | +11.3% | -5.2% | 0.0% |
| 30D | +2.9% | -8.9% | +11.8% | +6.0% |
| 3M | +3.3% | -10.5% | +13.8% | +6.4% |
| 6M | -16.9% | -22.2% | +5.3% | -9.6% |
| YTD | +21.2% | +42.7% | -21.6% | -11.3% |
| 1Y | +27.5% | +41.1% | -13.6% | -6.5% |
| 3Y | -6.4% | +242.7% | -249.2% | -67.4% |
| 5Y | +58.0% | +418.5% | -360.5% | -63.3% |
| All | -14.9% | +1,844.4% | -1,859.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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