+4,678.0%
AZN vs DHI
+11,697.1%
-7,019.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -1.6% | -3.4% | +1.8% | -1.1% |
| 30D | +1.1% | -5.4% | +6.5% | +1.8% |
| 3M | -12.1% | -10.4% | -1.7% | -11.0% |
| 6M | -17.1% | -2.8% | -14.4% | -17.1% |
| YTD | -12.0% | -3.4% | -8.6% | -12.0% |
| 1Y | -0.2% | -22.9% | +22.7% | +2.5% |
| 3Y | +26.8% | +20.7% | +6.1% | +21.2% |
| 5Y | +56.9% | +62.1% | -5.2% | +42.3% |
| 10Y | +226.7% | +410.4% | -183.7% | +148.6% |
| All | +4,678.0% | +11,697.1% | -7,019.1% | +2,452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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