+72.8%
HCA vs AWK
-17.6%
+90.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 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% | +7.8% |
| 6M | -20.3% | +3.9% | -24.2% | -21.9% |
| YTD | -8.2% | +7.7% | -15.9% | -11.6% |
| 1Y | +6.7% | +1.3% | +5.4% | +5.2% |
| 3Y | +60.4% | +7.2% | +53.2% | +52.4% |
| All | +72.8% | -17.6% | +90.3% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling