+10,237.1%
AZO vs HIG
+989.6%
+9,247.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | -5.3% | -1.2% | -4.1% | -5.1% |
| 3M | -7.3% | +6.3% | -13.6% | -8.2% |
| 6M | -22.7% | +0.6% | -23.3% | -22.7% |
| YTD | -15.0% | +0.6% | -15.6% | -15.2% |
| 1Y | -32.2% | +6.1% | -38.4% | -32.9% |
| 3Y | +10.0% | +102.0% | -92.0% | -1.0% |
| 5Y | +85.8% | +119.2% | -33.4% | +64.8% |
| 10Y | +298.9% | +312.5% | -13.6% | +217.2% |
| All | +10,237.1% | +989.6% | +9,247.6% | +5,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling