+57.7%
AZN vs HLT
+142.1%
-84.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +1.1% | -5.0% | +6.1% | +2.1% |
| 3M | -12.1% | -10.4% | -1.7% | -10.2% |
| 6M | -17.1% | +3.2% | -20.4% | -17.8% |
| YTD | -12.0% | +6.7% | -18.7% | -13.2% |
| 1Y | -0.2% | +10.3% | -10.5% | -2.3% |
| 3Y | +26.8% | +99.3% | -72.6% | +9.6% |
| All | +57.7% | +142.1% | -84.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling