+3.0%
AWK vs HAS
+16.8%
-13.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.3% |
| 30D | +4.4% | -2.7% | +7.1% | +4.6% |
| 3M | +15.4% | +8.9% | +6.5% | +15.4% |
| 6M | +3.5% | -2.9% | +6.4% | +3.8% |
| YTD | +9.8% | +12.6% | -2.8% | +8.8% |
| 1Y | +3.0% | +17.5% | -14.5% | +3.5% |
| All | +3.0% | +16.8% | -13.8% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling