+1,044.2%
AWK vs BHP
+169.2%
+875.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +14.3% | -4.5% | +18.8% | +15.0% |
| 3M | +10.3% | -6.9% | +17.2% | +11.3% |
| 6M | +18.9% | -10.6% | +29.5% | +20.3% |
| YTD | +17.7% | +37.2% | -19.5% | +9.9% |
| 1Y | +16.9% | +48.0% | -31.2% | +7.6% |
| 3Y | +32.2% | +52.6% | -20.4% | +19.5% |
| 5Y | -2.2% | +116.5% | -118.6% | -18.5% |
| 10Y | +156.1% | +334.9% | -178.8% | +79.2% |
| All | +1,044.2% | +169.2% | +875.0% | +612.6% |
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