+2,396.1%
PWR vs HST
+97.7%
+2,298.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +4.5% | +2.0% | +2.5% | +3.7% |
| 30D | -4.9% | -5.2% | +0.4% | -2.9% |
| 3M | -7.9% | -6.2% | -1.6% | -5.9% |
| 6M | +18.3% | +20.4% | -2.1% | +8.7% |
| YTD | +51.5% | +30.6% | +20.9% | +34.2% |
| 1Y | +70.3% | +37.4% | +33.0% | +47.0% |
| 3Y | +210.6% | +66.1% | +144.5% | +144.1% |
| 5Y | +456.7% | +73.7% | +383.0% | +315.4% |
| 10Y | +2,396.1% | +99.8% | +2,296.3% | +1,583.9% |
| All | +2,396.1% | +97.7% | +2,298.4% | +1,583.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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