-25.0%
HD vs AZO
-32.5%
+7.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -3.8% | -3.6% | -0.3% | -2.5% |
| 30D | -9.4% | -5.6% | -3.9% | -7.5% |
| 3M | -4.6% | -6.6% | +2.0% | -2.4% |
| 6M | -10.1% | -22.5% | +12.4% | -2.3% |
| YTD | -8.3% | -15.2% | +6.8% | -3.6% |
| 1Y | -25.0% | -33.9% | +8.9% | -17.3% |
| All | -25.0% | -32.5% | +7.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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