+151.7%
HYG vs AZO
+2,105.8%
-1,954.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.7% | -3.6% | +2.9% | -0.3% |
| 30D | -0.7% | -5.6% | +4.8% | 0.0% |
| 3M | -0.2% | -6.6% | +6.5% | +0.5% |
| 6M | +1.4% | -22.5% | +23.9% | +4.4% |
| YTD | +1.5% | -15.2% | +16.6% | +3.1% |
| 1Y | +2.9% | -33.9% | +36.8% | +7.9% |
| 3Y | +25.6% | +11.8% | +13.8% | +22.0% |
| 5Y | +18.6% | +85.5% | -67.0% | +6.4% |
| 10Y | +55.7% | +298.2% | -242.5% | +23.4% |
| All | +151.7% | +2,105.8% | -1,954.0% | +49.1% |
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