+577.9%
HWM vs AZO
+72.0%
+505.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +7.3% | +1.3% | +5.9% | +6.9% |
| 30D | +1.6% | +12.0% | -10.4% | -2.0% |
| 3M | -21.9% | +7.2% | -29.1% | -23.7% |
| 6M | -19.0% | -3.2% | -15.9% | -18.9% |
| YTD | +7.9% | -3.9% | +11.8% | +8.1% |
| 1Y | +9.9% | -14.7% | +24.6% | +14.6% |
| 3Y | +342.1% | +20.4% | +321.7% | +295.3% |
| All | +577.9% | +72.0% | +505.9% | +396.4% |
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