+55.2%
HYG vs AWK
+132.0%
-76.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -0.7% | +2.1% | -2.8% | -1.1% |
| 3M | -0.2% | +11.4% | -11.6% | -2.0% |
| 6M | +1.4% | +3.9% | -2.5% | +0.6% |
| YTD | +1.5% | +7.7% | -6.2% | -0.1% |
| 1Y | +2.9% | +1.3% | +1.6% | +2.3% |
| 3Y | +25.6% | +7.2% | +18.5% | +22.3% |
| 5Y | +18.6% | -17.0% | +35.6% | +20.2% |
| All | +55.2% | +132.0% | -76.8% | +34.1% |
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