+8,390.6%
PWR vs HIG
+443.0%
+7,947.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | -8.6% | -3.2% | -5.4% | -7.9% |
| 3M | -13.2% | +9.1% | -22.3% | -15.5% |
| 6M | +9.9% | -1.8% | +11.7% | +9.7% |
| YTD | +48.0% | +1.8% | +46.3% | +46.2% |
| 1Y | +66.2% | +4.6% | +61.6% | +62.7% |
| 3Y | +195.1% | +101.6% | +93.5% | +142.6% |
| 5Y | +442.6% | +124.5% | +318.1% | +333.2% |
| 10Y | +2,334.2% | +317.8% | +2,016.4% | +1,520.1% |
| All | +8,390.6% | +443.0% | +7,947.6% | +4,541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 all: compounded portfolio wealth divided by compounded HIG 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…
all analysis · Full analysis span regression · 6 months rolling