+256.9%
HL vs AWK
+132.0%
+124.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -4.4% | -2.1% | -2.2% | -3.4% |
| 30D | +9.3% | +2.1% | +7.2% | +8.3% |
| 3M | +32.0% | +11.4% | +20.6% | +25.3% |
| 6M | -6.4% | +3.9% | -10.4% | -9.0% |
| YTD | +3.1% | +7.7% | -4.6% | -2.1% |
| 1Y | +77.6% | +1.3% | +76.3% | +72.5% |
| 3Y | +392.8% | +7.2% | +385.7% | +351.0% |
| 5Y | +234.1% | -17.0% | +251.1% | +247.4% |
| All | +256.9% | +132.0% | +124.9% | +107.6% |
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