+276.2%
HL vs PWR
+2,448.5%
-2,172.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +0.4% | +2.7% | -2.3% | -0.8% |
| 30D | +18.8% | -5.1% | +24.0% | +21.2% |
| 3M | +43.7% | -9.4% | +53.1% | +48.6% |
| 6M | -1.0% | +10.4% | -11.5% | -6.6% |
| YTD | +8.7% | +48.6% | -39.9% | -9.8% |
| 1Y | +105.0% | +68.0% | +37.0% | +61.5% |
| 3Y | +427.3% | +204.7% | +222.5% | +209.8% |
| 5Y | +249.3% | +451.9% | -202.6% | +54.9% |
| All | +276.2% | +2,448.5% | -2,172.3% | -24.7% |
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