+134.4%
HL vs PWR
+1,857.9%
-1,723.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -7.6% | +19.1% | -26.7% | -14.3% |
| 30D | -17.5% | -12.0% | -5.5% | -14.3% |
| 3M | -26.2% | -10.6% | -15.6% | -24.3% |
| 6M | -35.1% | -20.8% | -14.3% | -30.1% |
| YTD | -30.4% | +43.7% | -74.1% | -42.6% |
| 1Y | -14.0% | +35.0% | -48.9% | -27.2% |
| 3Y | +256.3% | +249.4% | +6.9% | +94.3% |
| 5Y | +112.5% | +422.1% | -309.6% | -5.5% |
| All | +134.4% | +1,857.9% | -1,723.4% | -39.5% |
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