-3.5%
AWK vs XHB
+30.4%
-33.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -2.6% | -2.4% | -0.2% | -2.0% |
| 30D | +14.2% | +7.1% | +7.1% | +11.9% |
| 3M | +10.0% | -6.0% | +16.0% | +11.6% |
| 6M | +17.1% | +2.1% | +15.0% | +15.8% |
| YTD | +16.1% | -0.6% | +16.7% | +14.9% |
| 1Y | +17.5% | -3.3% | +20.8% | +17.1% |
| 3Y | +29.3% | +34.1% | -4.8% | +9.9% |
| 5Y | -3.5% | +28.6% | -32.1% | -21.5% |
| All | -3.5% | +30.4% | -33.9% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling