-17.2%
AWK vs HDB
-37.8%
+20.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +2.2% | -2.0% | +4.2% | +2.4% |
| 30D | +4.4% | -4.9% | +9.3% | +5.1% |
| 3M | +15.4% | -2.3% | +17.7% | +15.5% |
| 6M | +3.5% | -23.7% | +27.2% | +7.0% |
| YTD | +9.8% | -38.5% | +48.3% | +17.2% |
| 1Y | +3.0% | -36.5% | +39.5% | +9.2% |
| 3Y | +9.7% | -28.5% | +38.1% | +12.8% |
| 5Y | -17.2% | -37.4% | +20.2% | -17.2% |
| All | -17.2% | -37.8% | +20.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling