+21.0%
DHR vs AWK
+31.5%
-10.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +3.7% | +14.3% | -10.6% | +2.0% |
| 3M | +14.5% | +10.3% | +4.2% | +13.1% |
| 6M | +40.9% | +18.9% | +22.0% | +37.9% |
| YTD | +2.4% | +17.7% | -15.3% | +0.2% |
| 1Y | +6.1% | +16.9% | -10.7% | +3.9% |
| 3Y | +21.0% | +32.2% | -11.2% | +11.5% |
| All | +21.0% | +31.5% | -10.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling