+17.3%
HAL vs AWK
+19.1%
-1.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -6.5% | +2.7% | -9.2% | -5.8% |
| 30D | -2.1% | +16.7% | -18.8% | +1.4% |
| 3M | -4.9% | +11.7% | -16.6% | -2.2% |
| 6M | -19.3% | +21.9% | -41.2% | -14.7% |
| YTD | +14.3% | +17.6% | -3.3% | +20.5% |
| 1Y | +17.3% | +19.8% | -2.5% | +23.8% |
| All | +17.3% | +19.1% | -1.8% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling