-20.8%
HAL vs AWK
+152.9%
-173.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -6.5% | +2.7% | -9.2% | -6.9% |
| 30D | -2.1% | +16.7% | -18.8% | -4.7% |
| 3M | -4.9% | +11.7% | -16.6% | -6.7% |
| 6M | -19.3% | +21.9% | -41.2% | -22.2% |
| YTD | +14.3% | +17.6% | -3.3% | +10.5% |
| 1Y | +17.3% | +19.8% | -2.5% | +13.0% |
| 3Y | -10.9% | +31.0% | -41.9% | -18.1% |
| 5Y | +47.4% | -3.0% | +50.4% | +45.2% |
| 10Y | -20.8% | +156.8% | -177.6% | -27.6% |
| All | -20.8% | +152.9% | -173.7% | -27.6% |
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