+16.9%
HON vs AWK
+9.5%
+7.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -11.9% | +2.8% | -14.7% | -12.4% |
| 3M | -6.1% | +11.3% | -17.4% | -8.2% |
| 6M | -19.2% | +6.7% | -25.9% | -20.4% |
| YTD | +0.2% | +9.4% | -9.2% | -2.0% |
| 1Y | -1.5% | +3.7% | -5.2% | -2.6% |
| All | +16.9% | +9.5% | +7.4% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling