+7,256.3%
PWR vs HST
+349.3%
+6,907.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.0% |
| 3M | -19.0% | +6.3% | -25.2% | -21.1% |
| 6M | -31.1% | +19.0% | -50.1% | -36.3% |
| YTD | +28.3% | +47.0% | -18.8% | +8.3% |
| 1Y | +22.2% | +53.4% | -31.2% | +1.2% |
| 3Y | +222.2% | +78.0% | +144.2% | +146.8% |
| 5Y | +364.2% | +71.7% | +292.5% | +250.0% |
| 10Y | +1,864.8% | +146.2% | +1,718.6% | +1,075.8% |
| All | +7,256.3% | +349.3% | +6,907.1% | +2,572.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling