+1,034.4%
AWK vs HAS
+534.2%
+500.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +1.2% | +2.2% | -0.9% | +0.8% |
| 30D | +15.8% | +29.6% | -13.8% | +10.3% |
| 3M | +11.0% | +30.3% | -19.3% | +5.6% |
| 6M | +21.0% | +25.6% | -4.6% | +15.5% |
| YTD | +16.7% | +50.8% | -34.1% | +7.2% |
| 1Y | +17.2% | +63.0% | -45.9% | +6.0% |
| 3Y | +29.2% | +211.6% | -182.4% | +0.4% |
| 5Y | -2.3% | +50.4% | -52.7% | -13.3% |
| 10Y | +150.5% | +101.9% | +48.7% | +93.1% |
| All | +1,034.4% | +534.2% | +500.3% | +484.4% |
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