+969.7%
AWK vs HDB
+400.8%
+568.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +5.6% | -2.8% | +8.4% | +6.1% |
| 3M | +15.9% | -3.5% | +19.4% | +16.3% |
| 6M | +4.6% | -24.7% | +29.3% | +9.7% |
| YTD | +10.1% | -36.6% | +46.6% | +19.2% |
| 1Y | +2.1% | -34.4% | +36.5% | +9.7% |
| 3Y | +9.8% | -24.4% | +34.2% | +13.4% |
| 5Y | -15.4% | -35.4% | +20.0% | -11.1% |
| 10Y | +129.4% | +39.5% | +89.9% | +100.5% |
| All | +969.7% | +400.8% | +568.9% | +537.0% |
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