+193.3%
AZN vs HUT
+422.3%
-229.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -1.3% |
| 7D | 0.0% | +17.8% | -17.8% | -0.2% |
| 30D | +0.7% | +0.8% | -0.1% | +0.7% |
| 3M | -10.5% | -26.8% | +16.3% | -10.3% |
| 6M | -19.3% | +72.6% | -91.8% | -20.3% |
| YTD | -10.6% | +103.6% | -114.2% | -12.2% |
| 1Y | +0.5% | +265.3% | -264.8% | -2.5% |
| 3Y | +25.9% | +689.4% | -663.5% | +18.6% |
| 5Y | +52.4% | +75.3% | -22.9% | +43.7% |
| All | +193.3% | +422.3% | -229.0% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling