+153.3%
HBAN vs PWR
+2,415.0%
-2,261.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -5.9% | -7.7% | +1.9% | -2.7% |
| 3M | +0.2% | -4.9% | +5.2% | +0.5% |
| 6M | +6.6% | +9.7% | -3.1% | -1.9% |
| YTD | -1.7% | +46.7% | -48.4% | -22.7% |
| 1Y | -1.7% | +58.7% | -60.4% | -26.8% |
| 3Y | +74.9% | +200.7% | -125.8% | -15.4% |
| 5Y | +36.0% | +438.6% | -402.6% | -56.6% |
| All | +153.3% | +2,415.0% | -2,261.6% | -71.8% |
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