+1,559.5%
HWM vs AZO
+287.4%
+1,272.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -11.4% | -3.6% | -7.9% | -10.1% |
| 30D | -18.5% | -5.6% | -12.9% | -16.7% |
| 3M | -13.2% | -6.6% | -6.5% | -11.6% |
| 6M | -8.7% | -22.5% | +13.8% | +0.1% |
| YTD | +12.2% | -15.2% | +27.3% | +17.9% |
| 1Y | +24.9% | -33.9% | +58.8% | +45.1% |
| 3Y | +383.9% | +11.8% | +372.1% | +339.3% |
| 5Y | +646.1% | +85.5% | +560.6% | +425.8% |
| All | +1,559.5% | +287.4% | +1,272.1% | +807.2% |
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 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