+90.7%
HL vs AWK
+969.7%
-878.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +1.5% | +1.7% | -0.3% | +0.6% |
| 30D | +25.1% | +5.6% | +19.5% | +21.3% |
| 3M | +22.9% | +15.9% | +7.0% | +12.4% |
| 6M | -4.9% | +4.6% | -9.5% | -8.7% |
| YTD | +7.8% | +10.1% | -2.2% | -0.1% |
| 1Y | +133.9% | +2.1% | +131.8% | +123.7% |
| 3Y | +380.9% | +9.8% | +371.1% | +327.8% |
| 5Y | +230.2% | -15.4% | +245.6% | +241.1% |
| 10Y | +265.6% | +129.4% | +136.2% | +89.9% |
| All | +90.7% | +969.7% | -878.9% | -71.2% |
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