+70.0%
AZN vs HWM
+591.3%
-521.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -1.1% | +7.3% | -8.4% | -1.9% |
| 30D | +13.8% | +1.6% | +12.3% | +13.4% |
| 3M | +17.3% | -21.9% | +39.2% | +20.8% |
| 6M | -1.7% | -19.0% | +17.3% | +0.5% |
| YTD | +1.4% | +7.9% | -6.6% | -0.5% |
| 1Y | +5.2% | +9.9% | -4.8% | +2.9% |
| 3Y | +52.6% | +342.1% | -289.5% | +12.7% |
| All | +70.0% | +591.3% | -521.2% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling