+26.7%
AWK vs THC
+413.3%
-386.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +4.1% | +3.7% | +0.4% | +3.8% |
| 30D | +18.0% | +9.0% | +8.9% | +17.3% |
| 3M | +12.2% | +10.4% | +1.8% | +11.4% |
| 6M | +21.2% | +45.7% | -24.4% | +18.1% |
| YTD | +17.6% | +42.6% | -25.0% | +14.5% |
| 1Y | +19.2% | +38.8% | -19.5% | +16.2% |
| 3Y | +26.7% | +418.8% | -392.1% | -7.2% |
| All | +26.7% | +413.3% | -386.5% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling