+29.6%
AWK vs HBM
+430.7%
-401.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.5% |
| 7D | -3.2% | +5.1% | -8.2% | -2.9% |
| 30D | +13.5% | -15.8% | +29.3% | +12.6% |
| 3M | +9.4% | -22.4% | +31.8% | +8.2% |
| 6M | +16.4% | -20.2% | +36.6% | +15.8% |
| YTD | +15.4% | +9.0% | +6.4% | +16.8% |
| 1Y | +16.8% | +27.4% | -10.5% | +18.9% |
| All | +29.6% | +430.7% | -401.0% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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