-15.7%
AWK vs USHY
+20.9%
-36.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -0.7% | -0.7% | 0.0% | 0.0% |
| 30D | +2.8% | -0.5% | +3.3% | +3.4% |
| 3M | +11.3% | +0.5% | +10.8% | +10.7% |
| 6M | +6.7% | +1.5% | +5.2% | +4.9% |
| YTD | +9.4% | +1.7% | +7.6% | +7.1% |
| 1Y | +3.7% | +3.5% | +0.2% | -0.5% |
| 3Y | +9.2% | +27.2% | -17.9% | -18.7% |
| 5Y | -15.7% | +21.0% | -36.7% | -35.2% |
| All | -15.7% | +20.9% | -36.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling