-0.2%
AZN vs HST
+37.1%
-37.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | +0.6% | -0.7% | +1.2% | +0.7% |
| 3M | -10.8% | -4.0% | -6.8% | -10.1% |
| 6M | -18.1% | +20.7% | -38.8% | -20.9% |
| YTD | -12.3% | +31.0% | -43.3% | -16.8% |
| 1Y | -0.2% | +36.2% | -36.4% | -10.2% |
| All | -0.2% | +37.1% | -37.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling