+20.0%
AWK vs BHP
+53.4%
-33.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.5% |
| 7D | +7.0% | -2.5% | +9.6% | +6.7% |
| 30D | +17.0% | -7.7% | +24.7% | +16.2% |
| 3M | +12.4% | -6.4% | +18.8% | +11.8% |
| 6M | +19.6% | +5.2% | +14.4% | +21.3% |
| YTD | +17.0% | +38.3% | -21.3% | +19.9% |
| 1Y | +20.0% | +53.4% | -33.4% | +21.9% |
| All | +20.0% | +53.4% | -33.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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