+969.7%
AWK vs HRB
+359.6%
+610.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.6% |
| 7D | +1.7% | -5.7% | +7.4% | +2.9% |
| 30D | +5.6% | +7.9% | -2.3% | +3.6% |
| 3M | +15.9% | +32.1% | -16.3% | +9.1% |
| 6M | +4.6% | +62.2% | -57.7% | -6.4% |
| YTD | +10.1% | +16.4% | -6.4% | +5.0% |
| 1Y | +2.1% | -0.3% | +2.4% | +0.4% |
| 3Y | +9.8% | +36.0% | -26.2% | 0.0% |
| 5Y | -15.4% | +125.2% | -140.6% | -31.9% |
| 10Y | +129.4% | +237.7% | -108.3% | +57.6% |
| All | +969.7% | +359.6% | +610.1% | +475.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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