-16.7%
AWK vs HIG
+117.6%
-134.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +4.3% | -2.8% | +7.1% | +5.2% |
| 3M | +12.5% | +6.3% | +6.2% | +10.4% |
| 6M | +3.3% | -0.1% | +3.4% | +3.1% |
| YTD | +9.8% | +0.4% | +9.3% | +9.3% |
| 1Y | +2.9% | +6.2% | -3.3% | +0.6% |
| 3Y | +9.6% | +101.6% | -92.0% | -12.9% |
| 5Y | -16.7% | +119.8% | -136.5% | -35.7% |
| All | -16.7% | +117.6% | -134.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling