+53.7%
AZN vs HUT
+89.0%
-35.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.9% |
| 7D | -2.9% | +18.9% | -21.8% | -3.2% |
| 30D | -3.1% | +12.0% | -15.0% | -3.3% |
| 3M | -14.4% | -14.9% | +0.4% | -14.4% |
| 6M | -19.5% | +96.8% | -116.3% | -21.1% |
| YTD | -13.8% | +108.8% | -122.5% | -15.7% |
| 1Y | -2.4% | +227.4% | -229.8% | -5.9% |
| 3Y | +21.3% | +760.3% | -739.0% | +11.7% |
| All | +53.7% | +89.0% | -35.3% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling