+203.4%
HD vs AWK
+135.6%
+67.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.9% | -0.7% | -3.1% | -3.6% |
| 30D | -13.1% | +2.8% | -15.9% | -14.2% |
| 3M | -3.4% | +11.3% | -14.8% | -7.8% |
| 6M | -12.6% | +6.7% | -19.3% | -15.2% |
| YTD | -9.2% | +9.4% | -18.6% | -13.2% |
| 1Y | -23.9% | +3.7% | -27.7% | -25.7% |
| 3Y | +0.4% | +9.2% | -8.8% | -6.4% |
| 5Y | +4.5% | -15.7% | +20.2% | +8.4% |
| All | +203.4% | +135.6% | +67.8% | +128.6% |
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