+289.4%
HPE vs AZO
+10.0%
+279.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.4% |
| 7D | +19.4% | -3.6% | +23.0% | +19.3% |
| 30D | +5.6% | -5.6% | +11.2% | +5.4% |
| 3M | +33.1% | -6.6% | +39.7% | +32.7% |
| 6M | +192.5% | -22.5% | +215.0% | +193.1% |
| YTD | +160.9% | -15.2% | +176.1% | +161.9% |
| 1Y | +155.0% | -33.9% | +188.9% | +159.0% |
| 3Y | +289.4% | +11.8% | +277.6% | +263.0% |
| All | +289.4% | +10.0% | +279.4% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling