+4,662.2%
AZN vs HRB
+1,421.5%
+3,240.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -3.1% | -12.2% | +9.1% | -1.2% |
| 30D | +0.6% | -3.0% | +3.5% | +0.7% |
| 3M | -10.8% | +21.7% | -32.5% | -13.9% |
| 6M | -18.1% | +52.3% | -70.4% | -24.2% |
| YTD | -12.3% | +6.5% | -18.8% | -14.5% |
| 1Y | -0.2% | -6.7% | +6.5% | -0.7% |
| 3Y | +23.4% | +25.1% | -1.8% | +15.4% |
| 5Y | +56.4% | +113.8% | -57.4% | +31.5% |
| 10Y | +225.7% | +204.8% | +20.8% | +141.7% |
| All | +4,662.2% | +1,421.5% | +3,240.8% | +2,526.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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