+122.3%
HPQ vs AWK
+1,044.2%
-921.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | -3.6% | +14.3% | -17.9% | -7.8% |
| 3M | -5.3% | +10.3% | -15.6% | -8.5% |
| 6M | +41.1% | +18.9% | +22.2% | +32.8% |
| YTD | +36.9% | +17.7% | +19.1% | +28.5% |
| 1Y | +23.5% | +16.9% | +6.7% | +16.2% |
| 3Y | +19.6% | +32.2% | -12.6% | +4.3% |
| 5Y | +11.4% | -2.2% | +13.6% | +7.8% |
| 10Y | +160.6% | +156.1% | +4.5% | +65.6% |
| All | +122.3% | +1,044.2% | -921.9% | -35.9% |
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