+199.1%
AZN vs USHY
+49.7%
+149.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -0.9% |
| 30D | +1.1% | -0.7% | +1.7% | +1.8% |
| 3M | -12.1% | +0.1% | -12.2% | -12.2% |
| 6M | -17.1% | +1.8% | -18.9% | -18.6% |
| YTD | -12.0% | +1.8% | -13.8% | -13.5% |
| 1Y | -0.2% | +3.3% | -3.5% | -3.3% |
| 3Y | +26.8% | +27.0% | -0.2% | +0.6% |
| 5Y | +56.9% | +21.0% | +35.9% | +30.4% |
| All | +199.1% | +49.7% | +149.4% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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