+647.1%
AZN vs HDB
+3,694.0%
-3,046.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.0% |
| 7D | -1.5% | -2.0% | +0.6% | -1.1% |
| 30D | -0.9% | -4.9% | +4.0% | +0.1% |
| 3M | -11.8% | -2.3% | -9.5% | -11.6% |
| 6M | -17.6% | -23.7% | +6.1% | -13.5% |
| YTD | -12.0% | -38.5% | +26.4% | -3.8% |
| 1Y | -0.9% | -36.5% | +35.6% | +7.7% |
| 3Y | +23.7% | -28.5% | +52.1% | +29.8% |
| 5Y | +54.5% | -37.4% | +91.9% | +64.3% |
| 10Y | +218.2% | +34.0% | +184.1% | +177.5% |
| All | +647.1% | +3,694.0% | -3,046.9% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling