+2,004.4%
AZO vs HBM
+589.9%
+1,414.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -3.3% | -0.3% | -3.4% |
| 30D | -5.6% | -4.8% | -0.7% | -5.4% |
| 3M | -6.6% | -0.4% | -6.2% | -7.0% |
| 6M | -22.5% | +17.9% | -40.4% | -24.1% |
| YTD | -15.2% | +33.7% | -48.9% | -17.8% |
| 1Y | -33.9% | +95.6% | -129.5% | -37.8% |
| 3Y | +11.8% | +458.1% | -446.3% | -4.2% |
| 5Y | +85.5% | +329.0% | -243.5% | +58.6% |
| 10Y | +298.2% | +588.2% | -290.0% | +207.1% |
| All | +2,004.4% | +589.9% | +1,414.6% | +1,544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling