+498.2%
HCA vs AWK
+132.0%
+366.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +5.4% | -2.1% | +7.6% | +6.3% |
| 30D | +3.0% | +2.1% | +0.9% | +2.0% |
| 3M | +13.0% | +11.4% | +1.6% | +8.2% |
| 6M | -20.3% | +3.9% | -24.2% | -21.7% |
| YTD | -8.2% | +7.7% | -15.9% | -11.3% |
| 1Y | +6.7% | +1.3% | +5.4% | +5.3% |
| 3Y | +60.4% | +7.2% | +53.2% | +52.9% |
| 5Y | +73.4% | -17.0% | +90.4% | +79.7% |
| All | +498.2% | +132.0% | +366.2% | +362.7% |
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