+126.1%
AWK vs HAS
+53.3%
+72.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +4.9% |
| 3M | +15.4% | +8.9% | +6.5% | +13.8% |
| 6M | +3.5% | -2.9% | +6.4% | +3.6% |
| YTD | +9.8% | +12.6% | -2.8% | +7.1% |
| 1Y | +3.0% | +17.5% | -14.5% | -0.3% |
| 3Y | +9.7% | +46.2% | -36.6% | +0.6% |
| 5Y | -17.2% | +12.6% | -29.7% | -21.5% |
| 10Y | +126.1% | +55.7% | +70.4% | +93.6% |
| All | +126.1% | +53.3% | +72.8% | +93.6% |
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