+362.8%
HPE vs AWK
-16.7%
+379.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.1% |
| 7D | +13.6% | +0.6% | +13.0% | +13.7% |
| 30D | +7.7% | +4.3% | +3.4% | +8.0% |
| 3M | +22.4% | +12.5% | +9.8% | +22.9% |
| 6M | +172.6% | +3.3% | +169.3% | +173.6% |
| YTD | +147.5% | +9.8% | +137.8% | +148.6% |
| 1Y | +151.8% | +2.9% | +148.9% | +153.2% |
| 3Y | +267.1% | +9.6% | +257.4% | +258.8% |
| 5Y | +362.8% | -16.7% | +379.4% | +328.0% |
| All | +362.8% | -16.7% | +379.5% | +328.0% |
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