+155.1%
AWK vs THC
+1,818.8%
-1,663.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +14.2% | +7.5% | +6.7% | +13.5% |
| 3M | +10.0% | +7.5% | +2.5% | +9.3% |
| 6M | +17.1% | +46.4% | -29.4% | +13.2% |
| YTD | +16.1% | +44.4% | -28.2% | +12.1% |
| 1Y | +17.5% | +43.4% | -25.9% | +13.4% |
| 3Y | +29.3% | +433.3% | -404.0% | +10.3% |
| 5Y | -3.5% | +262.5% | -266.0% | -16.8% |
| All | +155.1% | +1,818.8% | -1,663.7% | +93.6% |
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