+2,889.1%
AZO vs XHB
+157.1%
+2,732.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -2.9% | -5.2% | +2.3% | -1.0% |
| 30D | -5.3% | -12.1% | +6.8% | -0.7% |
| 3M | -7.3% | -6.2% | -1.1% | -5.5% |
| 6M | -22.7% | -6.7% | -16.0% | -21.2% |
| YTD | -15.0% | -5.5% | -9.6% | -14.1% |
| 1Y | -32.2% | -15.6% | -16.6% | -28.6% |
| 3Y | +10.0% | +22.0% | -12.0% | -2.4% |
| 5Y | +85.8% | +31.8% | +54.0% | +56.6% |
| 10Y | +298.9% | +208.1% | +90.8% | +135.8% |
| All | +2,889.1% | +157.1% | +2,732.0% | +1,378.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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