+704.1%
AZN vs HBM
+649.7%
+54.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -2.9% | +5.5% | -8.4% | -3.4% |
| 30D | -3.1% | +3.3% | -6.4% | -3.4% |
| 3M | -14.4% | +12.7% | -27.1% | -15.7% |
| 6M | -19.5% | +28.2% | -47.7% | -22.1% |
| YTD | -13.8% | +45.3% | -59.1% | -17.8% |
| 1Y | -2.4% | +121.7% | -124.1% | -10.7% |
| 3Y | +21.3% | +523.5% | -502.3% | -0.8% |
| 5Y | +53.6% | +393.9% | -340.3% | +25.2% |
| 10Y | +220.1% | +647.9% | -427.7% | +128.3% |
| All | +704.1% | +649.7% | +54.4% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling