+446.0%
PWR vs HST
+74.0%
+372.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +3.6% | -1.0% | +4.6% | +4.0% |
| 30D | -8.6% | -12.3% | +3.7% | -4.0% |
| 3M | -13.2% | -6.4% | -6.8% | -11.4% |
| 6M | +9.9% | +15.0% | -5.1% | +2.9% |
| YTD | +48.0% | +30.5% | +17.5% | +31.2% |
| 1Y | +66.2% | +35.7% | +30.5% | +44.2% |
| 3Y | +195.1% | +68.4% | +126.7% | +129.5% |
| All | +446.0% | +74.0% | +372.1% | +307.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling