+132.1%
AWK vs XHB
+210.4%
-78.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -0.7% | -5.2% | +4.5% | +0.9% |
| 30D | +2.8% | -12.1% | +14.9% | +7.0% |
| 3M | +11.3% | -6.2% | +17.5% | +13.2% |
| 6M | +6.7% | -6.7% | +13.4% | +8.2% |
| YTD | +9.4% | -5.5% | +14.8% | +10.0% |
| 1Y | +3.7% | -15.6% | +19.4% | +8.1% |
| 3Y | +9.2% | +22.0% | -12.8% | -2.9% |
| 5Y | -15.7% | +31.8% | -47.5% | -29.1% |
| All | +132.1% | +210.4% | -78.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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