+969.7%
AWK vs HIG
+184.2%
+785.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +5.6% | -3.2% | +8.8% | +5.8% |
| 3M | +15.9% | +9.1% | +6.7% | +15.1% |
| 6M | +4.6% | -1.8% | +6.4% | +4.7% |
| YTD | +10.1% | +1.8% | +8.3% | +9.9% |
| 1Y | +2.1% | +4.6% | -2.5% | +1.7% |
| 3Y | +9.8% | +101.6% | -91.8% | +4.5% |
| 5Y | -15.4% | +124.5% | -139.8% | -20.2% |
| 10Y | +129.4% | +317.8% | -188.4% | +106.1% |
| All | +969.7% | +184.2% | +785.5% | +826.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling