+5.9%
HAL vs AWK
+969.7%
-963.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | +17.0% | +5.6% | +11.5% | +14.7% |
| 3M | -9.7% | +15.9% | -25.5% | -14.8% |
| 6M | +8.6% | +4.6% | +4.1% | +6.0% |
| YTD | +33.0% | +10.1% | +22.9% | +26.8% |
| 1Y | +68.3% | +2.1% | +66.2% | +64.4% |
| 3Y | +0.1% | +9.8% | -9.7% | -8.3% |
| 5Y | +102.6% | -15.4% | +118.0% | +103.8% |
| 10Y | +3.8% | +129.4% | -125.6% | -43.0% |
| All | +5.9% | +969.7% | -963.8% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling