+126.6%
AWK vs THC
+976.6%
-850.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +5.6% | +1.3% | +4.3% | +5.4% |
| 3M | +15.9% | +64.2% | -48.4% | +11.2% |
| 6M | +4.6% | +8.3% | -3.7% | +3.5% |
| YTD | +10.1% | +33.4% | -23.3% | +7.0% |
| 1Y | +2.1% | +37.7% | -35.6% | -1.1% |
| 3Y | +9.8% | +236.8% | -226.9% | -2.6% |
| 5Y | -15.4% | +249.3% | -264.6% | -26.6% |
| All | +126.6% | +976.6% | -850.0% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling