+761.8%
HPE vs AZO
+288.4%
+473.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -3.6% | +23.0% | +20.7% |
| 30D | +5.6% | -5.6% | +11.2% | +7.3% |
| 3M | +33.1% | -6.6% | +39.7% | +34.8% |
| 6M | +192.5% | -22.5% | +215.0% | +213.2% |
| YTD | +160.9% | -15.2% | +176.1% | +170.2% |
| 1Y | +155.0% | -33.9% | +188.9% | +186.0% |
| 3Y | +289.4% | +11.8% | +277.6% | +250.8% |
| 5Y | +395.7% | +85.5% | +310.1% | +261.1% |
| 10Y | +574.8% | +298.2% | +276.6% | +286.4% |
| All | +761.8% | +288.4% | +473.4% | +395.2% |
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