+50.0%
HUM vs AWK
+20.7%
+29.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | 0.0% |
| 7D | +1.6% | +7.0% | -5.5% | +2.0% |
| 30D | +3.5% | +17.0% | -13.5% | +4.6% |
| 3M | +15.5% | +12.4% | +3.1% | +16.3% |
| 6M | +76.2% | +19.6% | +56.6% | +78.0% |
| YTD | +64.5% | +17.0% | +47.5% | +64.2% |
| 1Y | +50.0% | +20.0% | +30.0% | +49.6% |
| All | +50.0% | +20.7% | +29.4% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling