+132.3%
HON vs AWK
+132.0%
+0.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -3.5% | -2.1% | -1.3% | -2.7% |
| 30D | -13.8% | +2.1% | -15.8% | -14.5% |
| 3M | -11.7% | +11.4% | -23.1% | -15.2% |
| 6M | -18.7% | +3.9% | -22.6% | -20.2% |
| YTD | +0.2% | +7.7% | -7.5% | -3.1% |
| 1Y | -3.1% | +1.3% | -4.4% | -4.4% |
| 3Y | +17.0% | +7.2% | +9.8% | +10.7% |
| 5Y | +2.0% | -17.0% | +19.0% | +5.7% |
| All | +132.3% | +132.0% | +0.3% | +73.4% |
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