+158.6%
AWK vs HDB
+63.5%
+95.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | +14.3% | +14.1% | +0.1% | +11.1% |
| 3M | +10.3% | +11.8% | -1.5% | +7.5% |
| 6M | +18.9% | +8.2% | +10.8% | +16.3% |
| YTD | +17.7% | -29.3% | +47.0% | +26.0% |
| 1Y | +16.9% | -28.8% | +45.6% | +24.8% |
| 3Y | +32.2% | -7.5% | +39.6% | +30.3% |
| 5Y | -2.2% | -23.1% | +20.9% | -0.6% |
| All | +158.6% | +63.5% | +95.0% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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