+15,224.4%
HD vs AZO
+47,313.8%
-32,089.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | +18.0% | +12.0% | +6.0% | +12.8% |
| 3M | +2.8% | +7.2% | -4.4% | 0.0% |
| 6M | +17.0% | -3.2% | +20.2% | +17.9% |
| YTD | +3.5% | -3.9% | +7.4% | +4.3% |
| 1Y | -2.6% | -14.7% | +12.1% | +2.9% |
| 3Y | +30.7% | +20.4% | +10.3% | +18.2% |
| 5Y | +6.2% | +72.8% | -66.6% | -18.5% |
| 10Y | +242.7% | +334.4% | -91.7% | +75.4% |
| All | +15,224.4% | +47,313.8% | -32,089.4% | +1,389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling