+39.7%
HPQ vs AWK
-17.0%
+56.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +4.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +9.7% | +4.3% | +5.5% | +8.8% |
| 3M | +32.7% | +12.5% | +20.2% | +29.7% |
| 6M | +77.7% | +3.3% | +74.4% | +76.3% |
| YTD | +51.0% | +9.8% | +41.2% | +47.8% |
| 1Y | +18.4% | +2.9% | +15.5% | +17.3% |
| 3Y | +25.6% | +9.6% | +16.0% | +19.2% |
| All | +39.7% | -17.0% | +56.6% | +27.6% |
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