+2,126.9%
AZN vs HIG
+989.6%
+1,137.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.1% | -2.3% | -0.8% | -2.8% |
| 30D | +0.6% | -1.2% | +1.8% | +0.7% |
| 3M | -10.8% | +6.3% | -17.1% | -11.5% |
| 6M | -18.1% | +0.6% | -18.7% | -18.2% |
| YTD | -12.3% | +0.6% | -12.9% | -12.4% |
| 1Y | -0.2% | +6.1% | -6.3% | -1.0% |
| 3Y | +23.4% | +102.0% | -78.6% | +12.6% |
| 5Y | +56.4% | +119.2% | -62.8% | +40.7% |
| 10Y | +225.7% | +312.5% | -86.8% | +163.9% |
| All | +2,126.9% | +989.6% | +1,137.4% | +1,114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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