+51.0%
HPQ vs AZO
+85.8%
-34.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.4% |
| 7D | +9.8% | -3.6% | +13.3% | +10.8% |
| 30D | +22.4% | -5.6% | +27.9% | +24.2% |
| 3M | +45.2% | -6.6% | +51.8% | +47.7% |
| 6M | +96.4% | -22.5% | +118.9% | +109.3% |
| YTD | +65.4% | -15.2% | +80.6% | +71.2% |
| 1Y | +31.6% | -33.9% | +65.5% | +46.5% |
| 3Y | +37.0% | +11.8% | +25.2% | +22.7% |
| All | +51.0% | +85.8% | -34.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling