+261.2%
HL vs PWR
+2,415.0%
-2,153.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | +12.7% | -7.7% | +20.5% | +16.5% |
| 3M | +42.5% | -4.9% | +47.4% | +44.3% |
| 6M | -9.0% | +9.7% | -18.7% | -13.9% |
| YTD | +4.4% | +46.7% | -42.3% | -12.9% |
| 1Y | +82.7% | +58.7% | +24.0% | +47.4% |
| 3Y | +406.3% | +200.7% | +205.6% | +199.2% |
| 5Y | +238.2% | +438.6% | -200.4% | +51.6% |
| All | +261.2% | +2,415.0% | -2,153.7% | -27.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling