-33.7%
HDB vs AZO
+85.8%
-119.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.0% | +6.9% |
| 7D | +0.7% | -3.6% | +4.3% | +1.3% |
| 30D | +1.0% | -5.6% | +6.5% | +2.0% |
| 3M | -2.0% | -6.6% | +4.7% | -1.1% |
| 6M | -18.1% | -22.5% | +4.4% | -14.7% |
| YTD | -36.1% | -15.2% | -20.9% | -34.5% |
| 1Y | -34.0% | -33.9% | -0.1% | -29.6% |
| 3Y | -26.7% | +11.8% | -38.5% | -29.3% |
| All | -33.7% | +85.8% | -119.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling