+1,497.0%
HWM vs AZO
+339.0%
+1,158.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | +7.3% | +1.3% | +5.9% | +6.8% |
| 30D | +1.6% | +12.0% | -10.4% | -3.1% |
| 3M | -21.9% | +7.2% | -29.1% | -24.3% |
| 6M | -19.0% | -3.2% | -15.9% | -19.2% |
| YTD | +7.9% | -3.9% | +11.8% | +7.6% |
| 1Y | +9.9% | -14.7% | +24.6% | +14.9% |
| 3Y | +342.1% | +20.4% | +321.7% | +290.0% |
| 5Y | +600.8% | +72.8% | +528.0% | +414.0% |
| 10Y | +1,493.8% | +334.4% | +1,159.4% | +727.9% |
| All | +1,497.0% | +339.0% | +1,158.1% | +727.7% |
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