+76.8%
HBAN vs AWK
+9.5%
+67.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.9% |
| 30D | -5.9% | +2.8% | -8.6% | -6.1% |
| 3M | +0.2% | +11.3% | -11.1% | -1.0% |
| 6M | +6.6% | +6.7% | -0.1% | +5.7% |
| YTD | -1.7% | +9.4% | -11.1% | -3.0% |
| 1Y | -1.7% | +3.7% | -5.4% | -2.2% |
| All | +76.8% | +9.5% | +67.4% | +61.5% |
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