+57.7%
AZN vs HCA
+71.9%
-14.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -1.6% | +5.4% | -7.0% | -2.6% |
| 30D | +1.1% | +3.0% | -1.9% | +0.4% |
| 3M | -12.1% | +13.0% | -25.2% | -14.4% |
| 6M | -17.1% | -20.3% | +3.1% | -13.9% |
| YTD | -12.0% | -8.2% | -3.7% | -11.1% |
| 1Y | -0.2% | +6.7% | -6.9% | -2.3% |
| 3Y | +26.8% | +60.4% | -33.6% | +13.8% |
| All | +57.7% | +71.9% | -14.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 5y: compounded portfolio wealth divided by compounded HCA 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…
5y analysis · Full analysis span regression · 6 months rolling