+69.6%
HST vs AWK
+10.9%
+58.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.8% | -1.2% |
| 30D | -12.3% | +5.6% | -17.8% | -12.7% |
| 3M | -6.4% | +15.9% | -22.2% | -7.8% |
| 6M | +15.0% | +4.6% | +10.4% | +14.5% |
| YTD | +30.5% | +10.1% | +20.5% | +29.0% |
| 1Y | +35.7% | +2.1% | +33.6% | +35.3% |
| All | +69.6% | +10.9% | +58.6% | +57.9% |
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 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