-9.0%
HUM vs AWK
+7.8%
-16.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.3% |
| 7D | +2.1% | -2.1% | +4.2% | +2.1% |
| 30D | +5.4% | +2.1% | +3.3% | +5.3% |
| 3M | +11.4% | +11.4% | 0.0% | +10.7% |
| 6M | +141.5% | +3.9% | +137.6% | +141.0% |
| YTD | +61.2% | +7.7% | +53.5% | +60.2% |
| 1Y | +49.2% | +1.3% | +47.9% | +48.8% |
| 3Y | -9.0% | +7.2% | -16.2% | -9.4% |
| All | -9.0% | +7.8% | -16.8% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling