-25.9%
HUT vs AWK
-2.3%
-23.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.2% |
| 7D | +3.7% | +1.2% | +2.4% | +3.8% |
| 30D | -32.3% | +15.8% | -48.1% | -31.9% |
| 3M | -35.6% | +11.0% | -46.6% | -35.3% |
| 6M | -42.1% | +21.0% | -63.1% | -42.3% |
| YTD | +24.1% | +16.7% | +7.4% | +23.4% |
| 1Y | +27.9% | +17.2% | +10.7% | +26.5% |
| 3Y | +409.1% | +29.2% | +379.9% | +318.4% |
| 5Y | -25.9% | -2.3% | -23.6% | -32.6% |
| All | -25.9% | -2.3% | -23.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling