-9.0%
HAL vs AWK
+1,034.4%
-1,043.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -7.9% | +1.2% | -9.1% | -8.3% |
| 30D | -2.1% | +15.8% | -17.8% | -7.3% |
| 3M | +0.4% | +11.0% | -10.6% | -3.7% |
| 6M | -19.2% | +21.0% | -40.2% | -25.2% |
| YTD | +14.4% | +16.7% | -2.3% | +6.4% |
| 1Y | +18.0% | +17.2% | +0.8% | +9.5% |
| 3Y | -9.7% | +29.2% | -38.9% | -22.7% |
| 5Y | +40.1% | -2.3% | +42.4% | +32.4% |
| 10Y | -19.1% | +150.5% | -169.7% | -57.4% |
| All | -9.0% | +1,034.4% | -1,043.4% | -84.4% |
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