+99.3%
HLT vs AWK
+7.8%
+91.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | -5.0% | +2.1% | -7.1% | -5.1% |
| 3M | -10.4% | +11.4% | -21.8% | -10.6% |
| 6M | +3.2% | +3.9% | -0.7% | +3.2% |
| YTD | +6.7% | +7.7% | -1.0% | +6.5% |
| 1Y | +10.3% | +1.3% | +9.0% | +10.2% |
| 3Y | +99.3% | +7.2% | +92.2% | +94.2% |
| All | +99.3% | +7.8% | +91.6% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling