+224.7%
HPE vs AWK
+31.5%
+193.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.1% |
| 7D | +7.9% | +0.1% | +7.7% | +8.0% |
| 30D | -23.5% | +14.3% | -37.7% | -18.3% |
| 3M | -19.1% | +10.3% | -29.4% | -14.7% |
| 6M | +51.4% | +18.9% | +32.5% | +64.8% |
| YTD | +103.4% | +17.7% | +85.7% | +122.2% |
| 1Y | +114.4% | +16.9% | +97.5% | +133.7% |
| 3Y | +224.7% | +32.2% | +192.5% | +243.1% |
| All | +224.7% | +31.5% | +193.2% | +243.1% |
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