+2,396.1%
PWR vs HAS
+53.3%
+2,342.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +3.1% |
| 7D | +4.5% | -3.1% | +7.6% | +5.5% |
| 30D | -4.9% | -2.7% | -2.2% | -4.2% |
| 3M | -7.9% | +8.9% | -16.8% | -11.0% |
| 6M | +18.3% | -2.9% | +21.3% | +18.2% |
| YTD | +51.5% | +12.6% | +38.9% | +43.4% |
| 1Y | +70.3% | +17.5% | +52.8% | +58.8% |
| 3Y | +210.6% | +46.2% | +164.4% | +160.2% |
| 5Y | +456.7% | +12.6% | +444.1% | +403.5% |
| 10Y | +2,396.1% | +55.7% | +2,340.4% | +1,879.2% |
| All | +2,396.1% | +53.3% | +2,342.8% | +1,879.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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