-17.2%
AWK vs HAS
+10.2%
-27.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.6% |
| 30D | +4.4% | -2.7% | +7.1% | +4.8% |
| 3M | +15.4% | +8.9% | +6.5% | +14.1% |
| 6M | +3.5% | -2.9% | +6.4% | +3.6% |
| YTD | +9.8% | +12.6% | -2.8% | +7.5% |
| 1Y | +3.0% | +17.5% | -14.5% | +0.1% |
| 3Y | +9.7% | +46.2% | -36.6% | +1.3% |
| 5Y | -17.2% | +12.6% | -29.7% | -19.4% |
| All | -17.2% | +10.2% | -27.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HAS 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling