+107.0%
HST vs AWK
+128.1%
-21.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.8% | +4.3% | -7.1% | -4.0% |
| 3M | -6.5% | +12.5% | -19.0% | -10.0% |
| 6M | +20.7% | +3.3% | +17.4% | +19.0% |
| YTD | +30.5% | +9.8% | +20.7% | +25.8% |
| 1Y | +36.8% | +2.9% | +33.9% | +34.4% |
| 3Y | +65.9% | +9.6% | +56.3% | +55.8% |
| 5Y | +73.9% | -16.7% | +90.6% | +77.9% |
| 10Y | +107.0% | +136.1% | -29.1% | +50.3% |
| All | +107.0% | +128.1% | -21.0% | +50.3% |
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