+203.8%
DHR vs AWK
+132.0%
+71.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -3.6% | -2.1% | -1.5% | -2.8% |
| 30D | -2.7% | +2.1% | -4.8% | -3.6% |
| 3M | +10.9% | +11.4% | -0.4% | +6.3% |
| 6M | +3.0% | +3.9% | -0.9% | +1.0% |
| YTD | -12.2% | +7.7% | -19.9% | -15.5% |
| 1Y | +3.3% | +1.3% | +2.0% | +1.7% |
| 3Y | -8.2% | +7.2% | -15.4% | -14.1% |
| 5Y | -29.9% | -17.0% | -12.9% | -27.1% |
| All | +203.8% | +132.0% | +71.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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