+49.9%
AZN vs HTZ
-89.5%
+139.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | 0.0% | +7.5% | -7.5% | -0.2% |
| 30D | +0.7% | +47.4% | -46.7% | -0.3% |
| 3M | -10.5% | -54.9% | +44.4% | -9.4% |
| 6M | -19.3% | -47.0% | +27.7% | -18.7% |
| YTD | -10.6% | -55.3% | +44.7% | -9.7% |
| 1Y | +0.5% | -57.6% | +58.2% | +1.3% |
| 3Y | +25.9% | -86.6% | +112.5% | +31.2% |
| 5Y | +52.4% | -86.1% | +138.5% | +54.5% |
| All | +49.9% | -89.5% | +139.4% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling