+571.9%
HPE vs AWK
+221.1%
+350.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +14.3% | -37.7% | -24.8% |
| 3M | -19.1% | +10.3% | -29.4% | -20.2% |
| 6M | +51.4% | +18.9% | +32.5% | +47.2% |
| YTD | +103.4% | +17.7% | +85.7% | +97.6% |
| 1Y | +114.4% | +16.9% | +97.5% | +108.3% |
| 3Y | +224.7% | +32.2% | +192.5% | +196.0% |
| 5Y | +277.8% | -2.2% | +279.9% | +271.0% |
| 10Y | +371.1% | +156.1% | +214.9% | +269.9% |
| All | +571.9% | +221.1% | +350.8% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling