+438.6%
PWR vs HBM
+336.0%
+102.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | +0.5% |
| 7D | -0.2% | -3.7% | +3.5% | +0.6% |
| 30D | -7.7% | -3.7% | -4.1% | -7.3% |
| 3M | -4.9% | +8.0% | -12.9% | -7.5% |
| 6M | +9.7% | +15.8% | -6.0% | +3.7% |
| YTD | +46.7% | +34.4% | +12.3% | +32.5% |
| 1Y | +58.7% | +98.2% | -39.4% | +30.1% |
| 3Y | +200.7% | +476.6% | -275.9% | +84.6% |
| 5Y | +438.6% | +331.1% | +107.5% | +242.7% |
| All | +438.6% | +336.0% | +102.6% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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