+56.4%
AZN vs HDB
-38.6%
+95.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -3.1% | -6.2% | +3.1% | -1.9% |
| 30D | +0.6% | -6.2% | +6.8% | +1.8% |
| 3M | -10.8% | -5.9% | -4.9% | -10.0% |
| 6M | -18.1% | -25.9% | +7.8% | -13.7% |
| YTD | -12.3% | -40.2% | +28.0% | -3.9% |
| 1Y | -0.2% | -38.0% | +37.8% | +8.5% |
| 3Y | +23.4% | -30.5% | +53.8% | +30.1% |
| 5Y | +56.4% | -38.1% | +94.5% | +55.8% |
| All | +56.4% | -38.6% | +95.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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