-15.7%
AWK vs HBM
+336.0%
-351.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | -0.3% |
| 7D | -0.7% | -3.7% | +3.0% | -0.7% |
| 30D | +2.8% | -3.7% | +6.4% | +2.8% |
| 3M | +11.3% | +8.0% | +3.3% | +11.1% |
| 6M | +6.7% | +15.8% | -9.1% | +6.2% |
| YTD | +9.4% | +34.4% | -25.0% | +8.1% |
| 1Y | +3.7% | +98.2% | -94.4% | +0.8% |
| 3Y | +9.2% | +476.6% | -467.3% | -3.4% |
| 5Y | -15.7% | +331.1% | -346.8% | -24.6% |
| All | -15.7% | +336.0% | -351.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling