+274.6%
AZN vs HWM
+1,301.3%
-1,026.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | -3.1% | -12.5% | +9.4% | -1.6% |
| 30D | +0.6% | -19.0% | +19.6% | +2.9% |
| 3M | -10.8% | -8.6% | -2.2% | -10.1% |
| 6M | -18.1% | -10.2% | -8.0% | -17.4% |
| YTD | -12.3% | +11.3% | -23.6% | -13.7% |
| 1Y | -0.2% | +24.3% | -24.5% | -3.2% |
| 3Y | +23.4% | +382.3% | -358.9% | -0.2% |
| 5Y | +56.4% | +640.6% | -584.3% | +19.2% |
| All | +274.6% | +1,301.3% | -1,026.6% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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