+969.7%
AWK vs HAS
+385.3%
+584.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +5.6% | +2.3% | +3.3% | +5.1% |
| 3M | +15.9% | +10.4% | +5.5% | +13.6% |
| 6M | +4.6% | -3.2% | +7.8% | +4.7% |
| YTD | +10.1% | +15.4% | -5.4% | +6.3% |
| 1Y | +2.1% | +18.8% | -16.7% | -2.1% |
| 3Y | +9.8% | +43.9% | -34.1% | -0.7% |
| 5Y | -15.4% | +13.9% | -29.2% | -20.9% |
| 10Y | +129.4% | +56.4% | +73.0% | +85.3% |
| All | +969.7% | +385.3% | +584.4% | +479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling