+1,573.3%
HWM vs AWK
+131.2%
+1,442.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.2% | -10.5% | -10.6% |
| 7D | -9.2% | +2.2% | -11.3% | -9.7% |
| 30D | -17.9% | +4.4% | -22.3% | -19.0% |
| 3M | -6.0% | +15.4% | -21.4% | -10.5% |
| 6M | -7.4% | +3.5% | -10.9% | -8.9% |
| YTD | +13.1% | +9.8% | +3.3% | +9.0% |
| 1Y | +29.3% | +3.0% | +26.3% | +26.7% |
| 3Y | +389.9% | +9.7% | +380.3% | +355.7% |
| 5Y | +655.5% | -17.2% | +672.7% | +682.0% |
| All | +1,573.3% | +131.2% | +1,442.1% | +1,206.4% |
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