+155.3%
HBAN vs AWK
+132.0%
+23.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | -5.6% | +2.1% | -7.7% | -6.1% |
| 3M | -1.1% | +11.4% | -12.5% | -3.9% |
| 6M | +9.9% | +3.9% | +6.0% | +8.5% |
| YTD | -0.9% | +7.7% | -8.6% | -3.4% |
| 1Y | -1.4% | +1.3% | -2.7% | -2.4% |
| 3Y | +78.2% | +7.2% | +71.0% | +70.0% |
| 5Y | +37.0% | -17.0% | +54.0% | +38.8% |
| All | +155.3% | +132.0% | +23.3% | +141.6% |
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