+222.2%
PWR vs HST
+77.0%
+145.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -12.9% | -2.7% | -10.2% | -11.8% |
| 30D | -22.8% | +10.7% | -33.5% | -25.3% |
| 3M | -19.0% | +6.3% | -25.2% | -20.5% |
| 6M | -31.1% | +19.0% | -50.1% | -35.8% |
| YTD | +28.3% | +47.0% | -18.8% | +9.1% |
| 1Y | +22.2% | +53.4% | -31.2% | +1.8% |
| 3Y | +222.2% | +78.0% | +144.2% | +152.5% |
| All | +222.2% | +77.0% | +145.1% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling