+448.2%
HUT vs AZO
+337.6%
+110.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.4% | -3.6% | +9.0% | +6.4% |
| 30D | +8.6% | -5.6% | +14.2% | +10.1% |
| 3M | -15.2% | -6.6% | -8.6% | -14.8% |
| 6M | +92.9% | -22.5% | +115.4% | +105.6% |
| YTD | +114.6% | -15.2% | +129.8% | +122.9% |
| 1Y | +208.5% | -33.9% | +242.4% | +245.7% |
| 3Y | +821.5% | +11.8% | +809.7% | +716.1% |
| 5Y | +101.8% | +85.5% | +16.3% | +42.0% |
| All | +448.2% | +337.6% | +110.6% | +203.5% |
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