+1,773.8%
HWM vs AWK
+131.7%
+1,642.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | +1.7% | -3.8% | -2.6% |
| 30D | -11.0% | +5.6% | -16.6% | -12.5% |
| 3M | +4.0% | +15.9% | -11.8% | -1.0% |
| 6M | -0.2% | +4.6% | -4.8% | -2.2% |
| YTD | +26.7% | +10.1% | +16.6% | +21.9% |
| 1Y | +44.7% | +2.1% | +42.6% | +42.2% |
| 3Y | +426.1% | +9.8% | +416.2% | +389.1% |
| 5Y | +738.5% | -15.4% | +753.9% | +759.4% |
| All | +1,773.8% | +131.7% | +1,642.1% | +1,361.8% |
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