+634.9%
HLT vs AZO
+516.8%
+118.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.6% | -3.6% | +2.0% | -0.4% |
| 30D | -5.0% | -5.6% | +0.5% | -3.2% |
| 3M | -10.4% | -6.6% | -3.7% | -8.7% |
| 6M | +3.2% | -22.5% | +25.8% | +11.9% |
| YTD | +6.7% | -15.2% | +21.9% | +11.5% |
| 1Y | +10.3% | -33.9% | +44.2% | +25.7% |
| 3Y | +99.3% | +11.8% | +87.5% | +84.3% |
| 5Y | +143.7% | +85.5% | +58.2% | +82.9% |
| 10Y | +584.7% | +298.2% | +286.5% | +286.1% |
| All | +634.9% | +516.8% | +118.1% | +241.8% |
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