+155.1%
AWK vs HAS
+99.1%
+56.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.5% |
| 7D | -2.6% | +1.6% | -4.2% | -2.8% |
| 30D | +14.2% | +26.6% | -12.5% | +10.2% |
| 3M | +10.0% | +29.0% | -18.9% | +5.8% |
| 6M | +17.1% | +30.6% | -13.5% | +12.2% |
| YTD | +16.1% | +51.5% | -35.4% | +8.3% |
| 1Y | +17.5% | +58.5% | -40.9% | +8.8% |
| 3Y | +29.3% | +214.1% | -184.8% | +4.5% |
| 5Y | -3.5% | +50.2% | -53.7% | -12.4% |
| All | +155.1% | +99.1% | +56.0% | +110.5% |
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