+5.8%
HD vs AWK
-1.1%
+6.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.3% |
| 7D | +4.3% | +4.1% | +0.2% | +2.7% |
| 30D | +20.2% | +18.0% | +2.2% | +12.6% |
| 3M | -1.0% | +12.2% | -13.2% | -5.5% |
| 6M | +7.9% | +21.2% | -13.3% | -0.2% |
| YTD | +2.0% | +17.6% | -15.6% | -5.0% |
| 1Y | -4.3% | +19.2% | -23.5% | -11.4% |
| 3Y | +25.9% | +26.7% | -0.8% | +9.4% |
| All | +5.8% | -1.1% | +6.8% | +3.1% |
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