+243.8%
HPQ vs AWK
+132.0%
+111.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.5% | +9.9% | +8.8% |
| 7D | +9.8% | -2.1% | +11.9% | +10.4% |
| 30D | +22.4% | +2.1% | +20.3% | +21.6% |
| 3M | +45.2% | +11.4% | +33.8% | +40.7% |
| 6M | +96.4% | +3.9% | +92.5% | +93.5% |
| YTD | +65.4% | +7.7% | +57.7% | +61.0% |
| 1Y | +31.6% | +1.3% | +30.3% | +30.1% |
| 3Y | +37.0% | +7.2% | +29.9% | +29.8% |
| 5Y | +53.0% | -17.0% | +70.0% | +56.3% |
| All | +243.8% | +132.0% | +111.8% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling