+1,042.6%
AWK vs THC
+1,239.0%
-196.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.2% |
| 3M | +12.2% | +10.4% | +1.8% | +11.3% |
| 6M | +21.2% | +45.7% | -24.4% | +17.5% |
| YTD | +17.6% | +42.6% | -25.0% | +13.8% |
| 1Y | +19.2% | +38.8% | -19.5% | +15.6% |
| 3Y | +26.7% | +418.8% | -392.1% | +9.7% |
| 5Y | -1.3% | +275.7% | -277.0% | -13.9% |
| 10Y | +159.7% | +1,496.2% | -1,336.6% | +92.5% |
| All | +1,042.6% | +1,239.0% | -196.4% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling