+188.7%
AZN vs HUT
+450.5%
-261.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | +0.2% |
| 7D | -1.6% | +5.4% | -7.0% | -1.6% |
| 30D | +1.1% | +8.6% | -7.6% | +0.9% |
| 3M | -12.1% | -15.2% | +3.1% | -12.1% |
| 6M | -17.1% | +92.9% | -110.0% | -18.4% |
| YTD | -12.0% | +114.6% | -126.6% | -13.6% |
| 1Y | -0.2% | +208.5% | -208.7% | -2.9% |
| 3Y | +26.8% | +821.5% | -794.7% | +19.1% |
| 5Y | +56.9% | +101.8% | -45.0% | +47.7% |
| All | +188.7% | +450.5% | -261.8% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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