+150.5%
AWK vs THC
+1,325.8%
-1,175.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +1.2% | +7.5% | -6.3% | +0.6% |
| 30D | +15.8% | +9.6% | +6.2% | +14.9% |
| 3M | +11.0% | +10.3% | +0.8% | +10.1% |
| 6M | +21.0% | +51.8% | -30.8% | +16.6% |
| YTD | +16.7% | +45.4% | -28.7% | +12.6% |
| 1Y | +17.2% | +40.8% | -23.6% | +13.2% |
| 3Y | +29.2% | +448.8% | -419.6% | +10.0% |
| 5Y | -2.3% | +263.4% | -265.7% | -15.7% |
| 10Y | +150.5% | +1,800.1% | -1,649.5% | +95.1% |
| All | +150.5% | +1,325.8% | -1,175.2% | +95.1% |
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