+969.7%
AWK vs BHP
+206.2%
+763.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.2% |
| 30D | +5.6% | +3.4% | +2.2% | +4.9% |
| 3M | +15.9% | +4.1% | +11.8% | +14.6% |
| 6M | +4.6% | +20.6% | -16.0% | +0.5% |
| YTD | +10.1% | +56.1% | -46.0% | +0.8% |
| 1Y | +2.1% | +69.6% | -67.5% | -8.1% |
| 3Y | +9.8% | +78.8% | -69.0% | -3.2% |
| 5Y | -15.4% | +113.1% | -128.4% | -29.0% |
| 10Y | +129.4% | +505.9% | -376.5% | +51.7% |
| All | +969.7% | +206.2% | +763.5% | +553.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling