+2,694.3%
HD vs PWR
+7,422.2%
-4,727.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -3.1% |
| 7D | +4.3% | -12.9% | +17.2% | +6.6% |
| 30D | +20.2% | -22.8% | +43.0% | +25.5% |
| 3M | -1.0% | -19.0% | +18.0% | +2.0% |
| 6M | +7.9% | -31.1% | +39.0% | +13.8% |
| YTD | +2.0% | +28.2% | -26.3% | -6.1% |
| 1Y | -4.3% | +22.2% | -26.5% | -11.2% |
| 3Y | +25.9% | +222.1% | -196.2% | -7.1% |
| 5Y | +5.8% | +364.1% | -358.2% | -28.5% |
| 10Y | +262.5% | +1,864.5% | -1,602.0% | +79.0% |
| All | +2,694.3% | +7,422.2% | -4,727.9% | +779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling