+1,831.6%
PWR vs HST
+133.7%
+1,697.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +11.3% | +3.6% | +7.7% | +9.7% |
| 30D | -8.9% | +11.2% | -20.1% | -12.6% |
| 3M | -10.5% | +13.1% | -23.6% | -14.9% |
| 6M | -22.2% | +23.9% | -46.1% | -29.1% |
| YTD | +42.7% | +52.3% | -9.5% | +19.0% |
| 1Y | +41.1% | +56.7% | -15.6% | +15.9% |
| 3Y | +242.7% | +87.5% | +155.2% | +156.8% |
| 5Y | +418.5% | +82.8% | +335.7% | +280.0% |
| All | +1,831.6% | +133.7% | +1,697.9% | +1,126.2% |
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