+575.2%
HLT vs PWR
+2,544.4%
-1,969.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -1.9% |
| 7D | -1.6% | +4.2% | -5.8% | -3.2% |
| 30D | -5.0% | -4.0% | -1.0% | -3.9% |
| 3M | -10.4% | -4.8% | -5.6% | -10.2% |
| 6M | +3.2% | +14.6% | -11.4% | -5.1% |
| YTD | +6.7% | +54.2% | -47.5% | -13.6% |
| 1Y | +10.3% | +67.1% | -56.8% | -14.8% |
| 3Y | +99.3% | +218.5% | -119.1% | +9.4% |
| 5Y | +143.7% | +466.3% | -322.6% | -1.6% |
| All | +575.2% | +2,544.4% | -1,969.2% | +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