-0.2%
AZN vs HBM
+97.2%
-97.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.5% |
| 30D | +1.1% | -4.8% | +5.9% | +1.2% |
| 3M | -12.1% | -0.4% | -11.7% | -12.0% |
| 6M | -17.1% | +17.9% | -35.0% | -18.7% |
| YTD | -12.0% | +33.7% | -45.7% | -13.4% |
| 1Y | -0.2% | +95.6% | -95.8% | -4.1% |
| All | -0.2% | +97.2% | -97.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling