+1,037.8%
AWK vs HDB
+462.2%
+575.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | 0.0% | +6.9% | -6.9% | -1.3% |
| 30D | +15.5% | +15.2% | +0.3% | +12.4% |
| 3M | +10.0% | +11.7% | -1.7% | +7.5% |
| 6M | +20.4% | +7.5% | +12.9% | +18.1% |
| YTD | +17.1% | -28.8% | +45.8% | +23.8% |
| 1Y | +18.3% | -29.1% | +47.4% | +25.1% |
| 3Y | +30.4% | -7.0% | +37.4% | +29.1% |
| 5Y | -2.7% | -22.1% | +19.4% | -1.5% |
| 10Y | +154.7% | +64.9% | +89.8% | +115.4% |
| All | +1,037.8% | +462.2% | +575.6% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling