+26.7%
AWK vs HAS
+181.4%
-154.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +18.0% | +31.0% | -13.0% | +15.9% |
| 3M | +12.2% | +30.7% | -18.4% | +10.3% |
| 6M | +21.2% | +23.9% | -2.7% | +19.5% |
| YTD | +17.6% | +48.3% | -30.8% | +14.3% |
| 1Y | +19.2% | +60.2% | -41.0% | +15.2% |
| 3Y | +26.7% | +189.2% | -162.5% | +5.2% |
| All | +26.7% | +181.4% | -154.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling