+1,043.1%
AWK vs HDB
+461.3%
+581.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +2.7% | +12.7% | -10.0% | +0.4% |
| 30D | +16.7% | +16.6% | +0.1% | +13.3% |
| 3M | +11.7% | +10.8% | +1.0% | +9.3% |
| 6M | +21.9% | +3.8% | +18.1% | +20.4% |
| YTD | +17.6% | -28.9% | +46.5% | +24.4% |
| 1Y | +19.8% | -28.0% | +47.8% | +26.3% |
| 3Y | +31.0% | -7.2% | +38.1% | +29.7% |
| 5Y | -3.0% | -22.2% | +19.3% | -1.7% |
| 10Y | +156.8% | +63.6% | +93.2% | +117.5% |
| All | +1,043.1% | +461.3% | +581.8% | +564.9% |
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