+144.7%
HPQ vs AWK
+969.7%
-824.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +6.9% | +1.7% | +5.2% | +6.3% |
| 30D | +14.4% | +5.6% | +8.9% | +12.3% |
| 3M | +25.6% | +15.9% | +9.8% | +19.4% |
| 6M | +75.0% | +4.6% | +70.5% | +71.5% |
| YTD | +50.7% | +10.1% | +40.6% | +44.8% |
| 1Y | +18.7% | +2.1% | +16.6% | +16.7% |
| 3Y | +21.5% | +9.8% | +11.7% | +13.3% |
| 5Y | +31.6% | -15.4% | +46.9% | +33.7% |
| 10Y | +216.1% | +129.4% | +86.7% | +109.2% |
| All | +144.7% | +969.7% | -824.9% | -27.7% |
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