-4.1%
AWK vs HBM
+203.5%
-207.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -3.2% | +5.1% | -8.2% | -3.2% |
| 30D | +13.5% | -15.8% | +29.3% | +13.6% |
| 3M | +9.4% | -22.4% | +31.8% | +9.6% |
| 6M | +16.4% | -20.2% | +36.6% | +16.5% |
| YTD | +15.4% | +9.0% | +6.4% | +14.2% |
| 1Y | +16.8% | +27.4% | -10.5% | +14.8% |
| 3Y | +28.6% | +424.2% | -395.7% | +11.9% |
| 5Y | -4.1% | +196.1% | -200.2% | -13.2% |
| All | -4.1% | +203.5% | -207.6% | -13.2% |
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