-3.1%
HON vs AWK
+1.9%
-5.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.5% | -2.1% | -1.3% | -3.3% |
| 30D | -13.8% | +2.1% | -15.8% | -13.9% |
| 3M | -11.7% | +11.4% | -23.1% | -12.8% |
| 6M | -18.7% | +3.9% | -22.6% | -19.2% |
| YTD | +0.2% | +7.7% | -7.5% | -0.8% |
| 1Y | -3.1% | +1.3% | -4.4% | -4.9% |
| All | -3.1% | +1.9% | -5.0% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling