+354.9%
PWR vs HST
+71.5%
+283.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -12.9% | -2.7% | -10.2% | -11.7% |
| 30D | -22.8% | +10.7% | -33.5% | -25.7% |
| 3M | -19.0% | +6.3% | -25.2% | -20.8% |
| 6M | -31.1% | +19.0% | -50.1% | -36.1% |
| YTD | +28.3% | +47.0% | -18.8% | +8.6% |
| 1Y | +22.2% | +53.4% | -31.2% | +1.4% |
| 3Y | +222.2% | +78.0% | +144.2% | +145.4% |
| All | +354.9% | +71.5% | +283.4% | +242.7% |
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