+256.9%
HL vs AZO
+296.8%
-39.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -3.6% | -0.8% | -3.3% |
| 30D | +9.3% | -5.6% | +14.9% | +10.9% |
| 3M | +32.0% | -6.6% | +38.6% | +33.6% |
| 6M | -6.4% | -22.5% | +16.1% | 0.0% |
| YTD | +3.1% | -15.2% | +18.3% | +7.4% |
| 1Y | +77.6% | -33.9% | +111.5% | +99.0% |
| 3Y | +392.8% | +11.8% | +381.0% | +355.2% |
| 5Y | +234.1% | +85.5% | +148.6% | +152.3% |
| All | +256.9% | +296.8% | -39.9% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling