-9.6%
AZO vs HBM
+35.9%
-45.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.7% |
| 7D | +5.5% | -11.9% | +17.4% | +5.2% |
| 30D | +14.2% | -23.6% | +37.8% | +13.6% |
| 3M | +7.9% | -20.5% | +28.4% | +7.5% |
| 6M | -6.6% | -7.9% | +1.3% | -8.1% |
| YTD | -2.4% | +3.8% | -6.2% | -3.9% |
| 1Y | -9.6% | +31.7% | -41.3% | -10.3% |
| All | -9.6% | +35.9% | -45.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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