+128.5%
AWK vs HIG
+313.7%
-185.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.1% | -1.5% | -0.7% | -1.8% |
| 30D | +2.1% | -0.4% | +2.4% | +2.1% |
| 3M | +11.4% | +6.7% | +4.7% | +9.8% |
| 6M | +3.9% | +2.0% | +2.0% | +3.4% |
| YTD | +7.7% | +0.3% | +7.4% | +7.5% |
| 1Y | +1.3% | +4.2% | -2.9% | +0.2% |
| 3Y | +7.2% | +102.2% | -95.1% | -8.1% |
| 5Y | -17.0% | +118.5% | -135.5% | -30.3% |
| All | +128.5% | +313.7% | -185.2% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling