+126.1%
AWK vs THC
+952.2%
-826.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | +2.2% | -2.6% | +4.7% | +2.4% |
| 30D | +4.4% | -1.2% | +5.6% | +4.5% |
| 3M | +15.4% | +58.9% | -43.6% | +11.0% |
| 6M | +3.5% | +9.3% | -5.8% | +2.4% |
| YTD | +9.8% | +30.4% | -20.6% | +7.0% |
| 1Y | +3.0% | +34.6% | -31.6% | -0.1% |
| 3Y | +9.7% | +246.7% | -237.0% | -3.0% |
| 5Y | -17.2% | +244.5% | -261.7% | -28.1% |
| 10Y | +126.1% | +950.1% | -824.0% | +81.0% |
| All | +126.1% | +952.2% | -826.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded THC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling