+969.7%
AWK vs XHB
+445.2%
+524.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | +5.6% | -6.9% | +12.5% | +7.5% |
| 3M | +15.9% | -1.3% | +17.1% | +15.9% |
| 6M | +4.6% | -6.8% | +11.4% | +5.9% |
| YTD | +10.1% | +0.7% | +9.3% | +8.8% |
| 1Y | +2.1% | -11.2% | +13.3% | +4.3% |
| 3Y | +9.8% | +25.3% | -15.5% | +0.1% |
| 5Y | -15.4% | +37.3% | -52.7% | -26.0% |
| 10Y | +129.4% | +211.5% | -82.1% | +56.4% |
| All | +969.7% | +445.2% | +524.5% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling