+276.2%
HPE vs AWK
-2.4%
+278.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.6% |
| 7D | +7.9% | +0.1% | +7.7% | +7.9% |
| 30D | -23.5% | +14.3% | -37.7% | -22.5% |
| 3M | -19.1% | +10.3% | -29.4% | -18.2% |
| 6M | +51.4% | +18.9% | +32.5% | +53.3% |
| YTD | +103.4% | +17.7% | +85.7% | +106.1% |
| 1Y | +114.4% | +16.9% | +97.5% | +117.2% |
| 3Y | +224.7% | +32.2% | +192.5% | +206.8% |
| All | +276.2% | -2.4% | +278.7% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling