+0.5%
AZN vs HLT
+13.1%
-12.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | +0.7% | -4.1% | +4.8% | +2.0% |
| 3M | -10.5% | -7.9% | -2.6% | -8.6% |
| 6M | -19.3% | +2.2% | -21.4% | -19.9% |
| YTD | -10.6% | +8.5% | -19.1% | -12.1% |
| 1Y | +0.5% | +12.1% | -11.6% | -3.0% |
| All | +0.5% | +13.1% | -12.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling