-33.9%
AZO vs HIG
+5.5%
-39.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | -3.6% | -1.5% | -2.1% | -3.0% |
| 30D | -5.6% | -0.4% | -5.2% | -5.4% |
| 3M | -6.6% | +6.7% | -13.3% | -9.0% |
| 6M | -22.5% | +2.0% | -24.5% | -23.0% |
| YTD | -15.2% | +0.3% | -15.5% | -15.5% |
| 1Y | -33.9% | +4.2% | -38.1% | -35.6% |
| All | -33.9% | +5.5% | -39.4% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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