+472.9%
AZN vs HCA
+1,743.3%
-1,270.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -1.6% | +5.4% | -7.0% | -2.5% |
| 30D | +1.1% | +3.0% | -1.9% | +0.5% |
| 3M | -12.1% | +13.0% | -25.2% | -14.1% |
| 6M | -17.1% | -20.3% | +3.1% | -14.2% |
| YTD | -12.0% | -8.2% | -3.7% | -11.1% |
| 1Y | -0.2% | +6.7% | -6.9% | -1.9% |
| 3Y | +26.8% | +60.4% | -33.6% | +15.2% |
| 5Y | +56.9% | +73.4% | -16.6% | +38.4% |
| 10Y | +226.7% | +506.9% | -280.2% | +123.6% |
| All | +472.9% | +1,743.3% | -1,270.3% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling