-14.9%
HAL vs AWK
+157.1%
-171.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | +6.1% | +0.1% | +6.0% | +6.1% |
| 30D | +2.9% | +14.3% | -11.4% | +0.6% |
| 3M | +3.3% | +10.3% | -6.9% | +1.6% |
| 6M | -16.9% | +18.9% | -35.9% | -19.5% |
| YTD | +21.2% | +17.7% | +3.5% | +17.1% |
| 1Y | +27.5% | +16.9% | +10.7% | +23.4% |
| 3Y | -6.4% | +32.2% | -38.6% | -14.2% |
| 5Y | +58.0% | -2.2% | +60.2% | +55.2% |
| All | -14.9% | +157.1% | -171.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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