+326.1%
HWM vs AWK
+24.3%
+301.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.3% |
| 7D | +3.4% | +4.1% | -0.7% | +4.0% |
| 30D | -7.5% | +18.0% | -25.5% | -5.3% |
| 3M | -28.9% | +12.2% | -41.1% | -27.6% |
| 6M | -19.6% | +21.2% | -40.8% | -17.4% |
| YTD | +0.6% | +17.6% | -16.9% | +3.1% |
| 1Y | +0.3% | +19.2% | -18.9% | +3.0% |
| 3Y | +326.1% | +26.7% | +299.4% | +340.6% |
| All | +326.1% | +24.3% | +301.8% | +340.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling