+109.0%
HST vs AZO
+296.8%
-187.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +0.9% | -3.6% | +4.4% | +2.0% |
| 30D | -2.5% | -5.6% | +3.1% | -0.8% |
| 3M | -5.1% | -6.6% | +1.5% | -3.4% |
| 6M | +21.6% | -22.5% | +44.1% | +31.0% |
| YTD | +31.6% | -15.2% | +46.8% | +37.0% |
| 1Y | +36.1% | -33.9% | +70.1% | +53.7% |
| 3Y | +66.5% | +11.8% | +54.7% | +52.9% |
| 5Y | +76.6% | +85.5% | -8.9% | +30.9% |
| All | +109.0% | +296.8% | -187.8% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling