+138.4%
HLT vs AWK
-17.6%
+156.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -5.0% | +2.1% | -7.1% | -5.3% |
| 3M | -10.4% | +11.4% | -21.8% | -12.0% |
| 6M | +3.2% | +3.9% | -0.7% | +2.4% |
| YTD | +6.7% | +7.7% | -1.0% | +5.1% |
| 1Y | +10.3% | +1.3% | +9.0% | +9.7% |
| 3Y | +99.3% | +7.2% | +92.2% | +92.4% |
| All | +138.4% | -17.6% | +156.0% | +130.9% |
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