+354.9%
PWR vs HAS
+50.4%
+304.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.4% |
| 7D | -12.9% | -0.2% | -12.7% | -12.9% |
| 30D | -22.8% | +31.0% | -53.9% | -28.1% |
| 3M | -19.0% | +30.7% | -49.7% | -24.6% |
| 6M | -31.1% | +23.9% | -55.0% | -35.2% |
| YTD | +28.2% | +48.3% | -20.1% | +14.0% |
| 1Y | +22.2% | +60.2% | -38.0% | +6.3% |
| 3Y | +222.1% | +189.2% | +32.9% | +126.8% |
| All | +354.9% | +50.4% | +304.4% | +315.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling