+636.8%
HLT vs PWR
+2,101.8%
-1,465.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -1.5% | +2.7% | -4.1% | -2.4% |
| 30D | -1.2% | -5.1% | +3.9% | +0.3% |
| 3M | -10.3% | -9.4% | -1.0% | -8.6% |
| 6M | +1.3% | +10.4% | -9.2% | -5.0% |
| YTD | +7.0% | +48.6% | -41.6% | -10.9% |
| 1Y | +11.9% | +68.0% | -56.2% | -12.2% |
| 3Y | +100.7% | +204.7% | -104.1% | +18.4% |
| 5Y | +147.5% | +451.9% | -304.4% | +11.5% |
| 10Y | +586.5% | +2,425.3% | -1,838.8% | +67.1% |
| All | +636.8% | +2,101.8% | -1,465.0% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling