+1,573.3%
HWM vs AZO
+297.5%
+1,275.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.1% | -9.6% | -10.3% |
| 7D | -9.2% | -0.5% | -8.7% | -8.9% |
| 30D | -17.9% | -5.6% | -12.2% | -16.0% |
| 3M | -6.0% | -4.0% | -2.1% | -5.4% |
| 6M | -7.4% | -18.9% | +11.6% | -0.3% |
| YTD | +13.1% | -13.0% | +26.1% | +17.7% |
| 1Y | +29.3% | -30.4% | +59.7% | +47.0% |
| 3Y | +389.9% | +12.7% | +377.2% | +343.8% |
| 5Y | +655.5% | +89.6% | +565.9% | +428.0% |
| All | +1,573.3% | +297.5% | +1,275.9% | +805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling