+196.5%
HST vs AWK
+1,043.1%
-846.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +0.6% | +2.7% | -2.1% | -0.9% |
| 30D | +14.5% | +16.7% | -2.2% | +5.1% |
| 3M | +15.4% | +11.7% | +3.7% | +8.1% |
| 6M | +22.0% | +21.9% | +0.1% | +8.4% |
| YTD | +54.9% | +17.6% | +37.2% | +39.0% |
| 1Y | +54.0% | +19.8% | +34.2% | +36.6% |
| 3Y | +90.4% | +31.0% | +59.5% | +52.7% |
| 5Y | +84.2% | -3.0% | +87.2% | +73.8% |
| 10Y | +144.6% | +156.8% | -12.2% | -1.1% |
| All | +196.5% | +1,043.1% | -846.7% | -75.0% |
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