+132.1%
AWK vs BHP
+498.2%
-366.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.4% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | +2.8% | -0.8% | +3.6% | +2.8% |
| 3M | +11.3% | +7.6% | +3.7% | +9.8% |
| 6M | +6.7% | +20.8% | -14.1% | +2.9% |
| YTD | +9.4% | +50.8% | -41.4% | +1.3% |
| 1Y | +3.7% | +70.9% | -67.2% | -6.2% |
| 3Y | +9.2% | +78.0% | -68.8% | -3.1% |
| 5Y | -15.7% | +113.1% | -128.8% | -29.1% |
| All | +132.1% | +498.2% | -366.1% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling