+149.9%
HST vs AWK
+969.7%
-819.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.8% | -1.9% |
| 30D | -12.3% | +5.6% | -17.8% | -14.9% |
| 3M | -6.4% | +15.9% | -22.2% | -14.1% |
| 6M | +15.0% | +4.6% | +10.4% | +11.0% |
| YTD | +30.5% | +10.1% | +20.5% | +21.9% |
| 1Y | +35.7% | +2.1% | +33.6% | +31.4% |
| 3Y | +68.4% | +9.8% | +58.5% | +50.0% |
| 5Y | +73.1% | -15.4% | +88.5% | +76.9% |
| 10Y | +92.7% | +129.4% | -36.7% | -15.9% |
| All | +149.9% | +969.7% | -819.8% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling