+1,723.7%
HD vs AWK
+969.7%
+754.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.8% |
| 30D | -8.4% | +5.6% | -14.0% | -10.6% |
| 3M | +4.3% | +15.9% | -11.5% | -2.3% |
| 6M | -11.1% | +4.6% | -15.7% | -13.3% |
| YTD | -4.7% | +10.1% | -14.7% | -9.3% |
| 1Y | -19.8% | +2.1% | -21.9% | -21.3% |
| 3Y | +4.1% | +9.8% | -5.7% | -3.4% |
| 5Y | +10.3% | -15.4% | +25.7% | +14.2% |
| 10Y | +203.2% | +129.4% | +73.8% | +93.3% |
| All | +1,723.7% | +969.7% | +754.1% | +374.2% |
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