+417.4%
HL vs PWR
+206.3%
+211.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -2.1% |
| 7D | +7.1% | +4.5% | +2.5% | +4.9% |
| 30D | +21.4% | -4.9% | +26.3% | +23.8% |
| 3M | +37.4% | -7.9% | +45.3% | +41.4% |
| 6M | +0.4% | +18.3% | -17.9% | -8.5% |
| YTD | +6.7% | +51.5% | -44.8% | -12.7% |
| 1Y | +102.4% | +70.3% | +32.0% | +58.2% |
| 3Y | +417.4% | +210.6% | +206.8% | +226.7% |
| All | +417.4% | +206.3% | +211.1% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling