+41.1%
PWR vs HST
+53.2%
-12.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +11.3% | +3.6% | +7.7% | +10.5% |
| 30D | -8.9% | +11.2% | -20.1% | -9.1% |
| 3M | -10.5% | +13.1% | -23.6% | -10.8% |
| 6M | -22.2% | +23.9% | -46.1% | -23.9% |
| YTD | +42.7% | +52.3% | -9.5% | +37.6% |
| 1Y | +41.1% | +56.7% | -15.6% | +36.5% |
| All | +41.1% | +53.2% | -12.1% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling