+338.2%
AZN vs HST
+133.7%
+204.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.1% | +3.6% | -4.6% | -1.5% |
| 30D | +13.8% | +11.2% | +2.6% | +12.4% |
| 3M | +17.3% | +13.1% | +4.2% | +15.6% |
| 6M | -1.7% | +23.9% | -25.7% | -4.3% |
| YTD | +1.4% | +52.3% | -50.9% | -3.6% |
| 1Y | +5.2% | +56.7% | -51.5% | -0.3% |
| 3Y | +52.6% | +87.5% | -34.9% | +40.9% |
| 5Y | +72.9% | +82.8% | -9.9% | +58.7% |
| All | +338.2% | +133.7% | +204.5% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling