+25.9%
HD vs AWK
+24.3%
+1.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.4% |
| 7D | +4.3% | +4.1% | +0.2% | +3.1% |
| 30D | +20.2% | +18.0% | +2.2% | +14.7% |
| 3M | -1.0% | +12.2% | -13.2% | -4.3% |
| 6M | +7.9% | +21.2% | -13.3% | +2.3% |
| YTD | +2.0% | +17.6% | -15.6% | -2.9% |
| 1Y | -4.3% | +19.2% | -23.5% | -9.2% |
| 3Y | +25.9% | +26.7% | -0.8% | +12.3% |
| All | +25.9% | +24.3% | +1.6% | +12.3% |
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