+1,009.5%
AWK vs HBM
+456.2%
+553.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | +14.3% | -11.8% | +26.1% | +14.6% |
| 3M | +10.3% | -19.2% | +29.5% | +10.9% |
| 6M | +18.9% | -22.9% | +41.8% | +19.5% |
| YTD | +17.7% | +7.8% | +9.9% | +16.3% |
| 1Y | +16.9% | +34.9% | -18.1% | +14.3% |
| 3Y | +32.2% | +422.2% | -390.0% | +19.8% |
| 5Y | -2.2% | +192.8% | -195.0% | -10.1% |
| 10Y | +156.1% | +281.1% | -125.0% | +118.4% |
| All | +1,009.5% | +456.2% | +553.4% | +953.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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