-2.3%
AWK vs HDB
-23.0%
+20.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | +1.2% | +13.7% | -12.5% | -0.4% |
| 30D | +15.8% | +15.8% | -0.1% | +13.7% |
| 3M | +11.0% | +9.2% | +1.8% | +9.7% |
| 6M | +21.0% | +3.2% | +17.8% | +20.2% |
| YTD | +16.7% | -29.4% | +46.1% | +22.4% |
| 1Y | +17.2% | -27.9% | +45.1% | +22.4% |
| 3Y | +29.2% | -5.9% | +35.1% | +27.0% |
| 5Y | -2.3% | -23.5% | +21.2% | -2.4% |
| All | -2.3% | -23.0% | +20.7% | -2.4% |
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