-3.4%
HAL vs AWK
+10.9%
-14.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.9% | +1.7% | +1.2% | +3.2% |
| 30D | +17.0% | +5.6% | +11.5% | +17.9% |
| 3M | -9.7% | +15.9% | -25.5% | -7.7% |
| 6M | +8.6% | +4.6% | +4.1% | +9.6% |
| YTD | +33.0% | +10.1% | +22.9% | +35.1% |
| 1Y | +68.3% | +2.1% | +66.2% | +69.8% |
| All | -3.4% | +10.9% | -14.3% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling