+91.6%
AWK vs USHY
+50.7%
+40.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +4.4% | 0.0% | +4.5% | +4.5% |
| 3M | +15.4% | +1.2% | +14.2% | +13.5% |
| 6M | +3.5% | +2.6% | +0.9% | -0.3% |
| YTD | +9.8% | +2.4% | +7.4% | +5.9% |
| 1Y | +3.0% | +4.2% | -1.2% | -3.1% |
| 3Y | +9.7% | +28.0% | -18.4% | -23.6% |
| 5Y | -17.2% | +21.8% | -38.9% | -37.3% |
| All | +91.6% | +50.7% | +40.9% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling