+308.1%
HUBS vs AWK
+132.0%
+176.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -9.0% | -2.1% | -6.9% | -8.3% |
| 30D | +7.2% | +2.1% | +5.2% | +6.6% |
| 3M | +20.9% | +11.4% | +9.5% | +16.5% |
| 6M | -13.0% | +3.9% | -16.9% | -14.4% |
| YTD | -43.8% | +7.7% | -51.5% | -45.5% |
| 1Y | -54.6% | +1.3% | -55.9% | -55.2% |
| 3Y | -58.5% | +7.2% | -65.6% | -61.7% |
| 5Y | -66.4% | -17.0% | -49.4% | -65.3% |
| All | +308.1% | +132.0% | +176.1% | +204.9% |
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 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