+21.7%
HPE vs AZO
-8.6%
+30.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.7% |
| 7D | +1.4% | -2.9% | +4.3% | 0.0% |
| 30D | +1.5% | -5.3% | +6.8% | -0.8% |
| 3M | +21.7% | -7.3% | +29.1% | +17.7% |
| All | +21.7% | -8.6% | +30.4% | +17.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling