-3.3%
AWK vs HAS
+48.2%
-51.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +0.1% | +1.4% | -1.2% | 0.0% |
| 30D | +14.3% | +26.3% | -12.0% | +10.8% |
| 3M | +10.3% | +25.6% | -15.3% | +7.0% |
| 6M | +18.9% | +30.3% | -11.3% | +14.7% |
| YTD | +17.7% | +50.4% | -32.6% | +10.9% |
| 1Y | +16.9% | +57.7% | -40.9% | +9.3% |
| 3Y | +32.2% | +213.4% | -181.2% | +6.4% |
| All | -3.3% | +48.2% | -51.5% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling