+1,042.6%
AWK vs HAS
+523.6%
+519.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +18.0% | +31.0% | -13.0% | +12.2% |
| 3M | +12.2% | +30.7% | -18.4% | +6.7% |
| 6M | +21.2% | +23.9% | -2.7% | +16.1% |
| YTD | +17.6% | +48.3% | -30.8% | +8.3% |
| 1Y | +19.2% | +60.2% | -41.0% | +8.2% |
| 3Y | +26.7% | +189.2% | -162.5% | 0.0% |
| 5Y | -1.3% | +50.4% | -51.7% | -12.5% |
| 10Y | +159.7% | +104.2% | +55.5% | +99.4% |
| All | +1,042.6% | +523.6% | +519.0% | +490.4% |
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