+69.8%
AZN vs HTZ
-93.0%
+162.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.5% |
| 7D | -1.3% | -14.0% | +12.6% | -1.0% |
| 30D | +18.3% | -19.8% | +38.1% | +18.8% |
| 3M | +16.3% | -45.0% | +61.3% | +17.6% |
| 6M | -0.1% | -73.2% | +73.1% | +2.2% |
| YTD | +1.3% | -70.0% | +71.4% | +3.1% |
| 1Y | +6.2% | -75.7% | +81.9% | +8.6% |
| 3Y | +53.9% | -82.1% | +135.9% | +56.9% |
| 5Y | +72.8% | -94.3% | +167.1% | +82.4% |
| All | +69.8% | -93.0% | +162.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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