+289.2%
AZO vs HAS
+59.3%
+229.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.3% |
| 7D | -2.9% | -3.1% | +0.1% | -2.3% |
| 30D | -5.3% | -6.4% | +1.1% | -4.1% |
| 3M | -7.3% | +10.4% | -17.7% | -9.2% |
| 6M | -22.7% | -3.7% | -19.0% | -22.5% |
| YTD | -15.0% | +12.5% | -27.5% | -17.5% |
| 1Y | -32.2% | +19.8% | -52.1% | -35.1% |
| 3Y | +10.0% | +46.0% | -36.0% | -0.8% |
| 5Y | +85.8% | +12.5% | +73.3% | +76.3% |
| All | +289.2% | +59.3% | +229.8% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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