+131.7%
HST vs AWK
+148.0%
-16.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -2.7% | +4.1% | -6.8% | -3.9% |
| 30D | +10.7% | +18.0% | -7.3% | +5.3% |
| 3M | +6.3% | +12.2% | -6.0% | +2.5% |
| 6M | +19.0% | +21.2% | -2.3% | +11.8% |
| YTD | +47.0% | +17.6% | +29.5% | +38.8% |
| 1Y | +53.4% | +19.2% | +34.2% | +44.1% |
| 3Y | +78.0% | +26.7% | +51.3% | +59.2% |
| 5Y | +71.7% | -1.3% | +73.0% | +66.1% |
| All | +131.7% | +148.0% | -16.3% | +73.5% |
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