+7.4%
HAL vs AWK
+128.1%
-120.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +10.9% | +4.3% | +6.6% | +10.1% |
| 3M | -5.8% | +12.5% | -18.4% | -7.8% |
| 6M | +8.1% | +3.3% | +4.8% | +7.2% |
| YTD | +33.2% | +9.8% | +23.4% | +30.4% |
| 1Y | +74.2% | +2.9% | +71.3% | +72.3% |
| 3Y | -3.7% | +9.6% | -13.3% | -7.7% |
| 5Y | +111.9% | -16.7% | +128.5% | +116.5% |
| 10Y | +7.4% | +136.1% | -128.7% | -7.8% |
| All | +7.4% | +128.1% | -120.7% | -7.8% |
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