+130.6%
HPE vs AWK
+2.5%
+128.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.4% |
| 7D | +1.4% | -0.7% | +2.2% | +1.1% |
| 30D | +1.5% | +2.8% | -1.2% | +3.1% |
| 3M | +21.7% | +11.3% | +10.4% | +28.1% |
| 6M | +164.2% | +6.7% | +157.4% | +173.5% |
| YTD | +132.1% | +9.4% | +122.7% | +145.9% |
| 1Y | +130.6% | +3.7% | +126.9% | +135.5% |
| All | +130.6% | +2.5% | +128.2% | +135.5% |
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