+57.7%
AZN vs HST
+74.5%
-16.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | +1.1% | -2.5% | +3.5% | +1.5% |
| 3M | -12.1% | -5.1% | -7.0% | -11.4% |
| 6M | -17.1% | +21.6% | -38.8% | -19.9% |
| YTD | -12.0% | +31.6% | -43.6% | -16.2% |
| 1Y | -0.2% | +36.1% | -36.4% | -5.6% |
| 3Y | +26.8% | +66.5% | -39.7% | +14.7% |
| All | +57.7% | +74.5% | -16.8% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling