+156.8%
AWK vs HAS
+102.6%
+54.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +2.7% | +3.3% | -0.6% | +2.2% |
| 30D | +16.7% | +30.5% | -13.9% | +12.1% |
| 3M | +11.7% | +29.9% | -18.1% | +7.4% |
| 6M | +21.9% | +26.5% | -4.6% | +17.3% |
| YTD | +17.6% | +51.9% | -34.3% | +9.7% |
| 1Y | +19.8% | +60.9% | -41.1% | +10.7% |
| 3Y | +31.0% | +215.0% | -184.0% | +5.9% |
| 5Y | -3.0% | +51.5% | -54.5% | -12.0% |
| 10Y | +156.8% | +102.2% | +54.5% | +109.3% |
| All | +156.8% | +102.6% | +54.2% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling