+622.3%
HWM vs AZO
+85.8%
+536.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -11.4% | -3.6% | -7.9% | -10.5% |
| 30D | -18.5% | -5.6% | -12.9% | -17.1% |
| 3M | -13.2% | -6.6% | -6.5% | -12.0% |
| 6M | -8.7% | -22.5% | +13.8% | -1.7% |
| YTD | +12.2% | -15.2% | +27.3% | +16.8% |
| 1Y | +24.9% | -33.9% | +58.8% | +41.4% |
| 3Y | +383.9% | +11.8% | +372.1% | +342.7% |
| All | +622.3% | +85.8% | +536.6% | +463.6% |
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