+3.2%
HAL vs PWR
+2,334.2%
-2,331.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +2.9% | +3.6% | -0.7% | +0.9% |
| 30D | +17.0% | -8.6% | +25.6% | +22.4% |
| 3M | -9.7% | -13.2% | +3.5% | -4.6% |
| 6M | +8.6% | +9.9% | -1.3% | -2.7% |
| YTD | +33.0% | +48.0% | -15.0% | -1.8% |
| 1Y | +68.3% | +66.2% | +2.1% | +13.2% |
| 3Y | +0.1% | +195.1% | -195.0% | -59.8% |
| 5Y | +102.6% | +442.6% | -339.9% | -53.1% |
| All | +3.2% | +2,334.2% | -2,331.0% | -93.8% |
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