+1,851.1%
HD vs AWK
+1,042.6%
+808.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.2% |
| 7D | +4.3% | +4.1% | +0.2% | +2.5% |
| 30D | +20.2% | +18.0% | +2.2% | +11.8% |
| 3M | -1.0% | +12.2% | -13.2% | -5.9% |
| 6M | +7.9% | +21.2% | -13.3% | -1.1% |
| YTD | +2.0% | +17.6% | -15.6% | -5.8% |
| 1Y | -4.3% | +19.2% | -23.5% | -12.1% |
| 3Y | +25.9% | +26.7% | -0.8% | +9.7% |
| 5Y | +5.8% | -1.3% | +7.2% | +2.5% |
| 10Y | +262.5% | +159.7% | +102.9% | +118.9% |
| All | +1,851.1% | +1,042.6% | +808.5% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling