+238.2%
HL vs AWK
-17.3%
+255.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | +12.7% | +2.8% | +10.0% | +11.6% |
| 3M | +42.5% | +11.3% | +31.2% | +36.8% |
| 6M | -9.0% | +6.7% | -15.7% | -11.8% |
| YTD | +4.4% | +9.4% | -5.0% | -0.4% |
| 1Y | +82.7% | +3.7% | +78.9% | +77.5% |
| 3Y | +406.3% | +9.2% | +397.1% | +357.2% |
| 5Y | +238.2% | -15.7% | +253.9% | +220.4% |
| All | +238.2% | -17.3% | +255.4% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling