+9.0%
HWM vs AWK
+17.4%
-8.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.6% |
| 7D | +11.1% | -2.6% | +13.7% | +10.5% |
| 30D | +3.0% | +14.2% | -11.2% | +5.5% |
| 3M | -20.7% | +10.0% | -30.8% | -19.1% |
| 6M | -17.2% | +17.1% | -34.3% | -15.1% |
| YTD | +9.1% | +16.1% | -7.1% | +10.5% |
| 1Y | +9.0% | +17.5% | -8.5% | +10.9% |
| All | +9.0% | +17.4% | -8.3% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling