+1,844.9%
PWR vs HAS
+99.1%
+1,745.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.3% |
| 7D | +19.1% | +1.6% | +17.5% | +18.5% |
| 30D | -12.0% | +26.6% | -38.6% | -18.7% |
| 3M | -10.6% | +29.0% | -39.6% | -18.0% |
| 6M | -20.8% | +30.6% | -51.4% | -28.2% |
| YTD | +43.7% | +51.5% | -7.8% | +23.3% |
| 1Y | +35.0% | +58.5% | -23.5% | +14.0% |
| 3Y | +249.4% | +214.1% | +35.3% | +124.8% |
| 5Y | +422.1% | +50.2% | +371.9% | +329.9% |
| All | +1,844.9% | +99.1% | +1,745.8% | +1,247.5% |
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