+242.7%
PWR vs HAS
+212.5%
+30.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +11.3% | +1.4% | +9.9% | +11.1% |
| 30D | -8.9% | +26.3% | -35.1% | -12.7% |
| 3M | -10.5% | +25.6% | -36.1% | -14.3% |
| 6M | -22.2% | +30.3% | -52.4% | -26.3% |
| YTD | +42.7% | +50.4% | -7.6% | +30.0% |
| 1Y | +41.1% | +57.7% | -16.6% | +27.0% |
| 3Y | +242.7% | +213.4% | +29.4% | +150.2% |
| All | +242.7% | +212.5% | +30.2% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling