-16.7%
AWK vs BHP
+126.1%
-142.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.6% | +0.9% | -0.3% | +0.5% |
| 30D | +4.3% | +4.0% | +0.3% | +3.9% |
| 3M | +12.5% | +11.3% | +1.3% | +11.4% |
| 6M | +3.3% | +29.3% | -26.0% | +0.5% |
| YTD | +9.8% | +59.2% | -49.5% | +3.9% |
| 1Y | +2.9% | +80.8% | -77.9% | -4.4% |
| 3Y | +9.6% | +88.0% | -78.4% | +0.6% |
| 5Y | -16.7% | +126.6% | -143.3% | -24.1% |
| All | -16.7% | +126.1% | -142.7% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling