+13,686.7%
HD vs AZO
+42,832.5%
-29,145.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -11.1% | -5.6% | -5.5% | -9.0% |
| 3M | +2.0% | -4.0% | +6.0% | +3.5% |
| 6M | -10.5% | -18.9% | +8.5% | -3.0% |
| YTD | -6.9% | -13.0% | +6.1% | -2.3% |
| 1Y | -23.2% | -30.4% | +7.3% | -12.0% |
| 3Y | +3.1% | +12.7% | -9.6% | -4.5% |
| 5Y | +7.4% | +89.6% | -82.3% | -20.8% |
| 10Y | +205.0% | +304.7% | -99.7% | +60.5% |
| All | +13,686.7% | +42,832.5% | -29,145.8% | +1,294.5% |
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