+18.7%
HPQ vs AZO
-28.9%
+47.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +6.9% | +0.7% | +6.2% | +6.8% |
| 30D | +14.4% | -2.7% | +17.1% | +14.8% |
| 3M | +25.6% | -3.2% | +28.8% | +25.8% |
| 6M | +75.0% | -19.7% | +94.8% | +74.2% |
| YTD | +50.7% | -12.0% | +62.7% | +53.5% |
| 1Y | +18.7% | -29.5% | +48.2% | +16.8% |
| All | +18.7% | -28.9% | +47.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling