+198.1%
AZN vs USHY
+49.7%
+148.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.4% |
| 30D | +0.6% | -0.5% | +1.1% | +1.1% |
| 3M | -10.8% | +0.5% | -11.3% | -11.3% |
| 6M | -18.1% | +1.5% | -19.6% | -19.3% |
| YTD | -12.3% | +1.7% | -14.0% | -13.8% |
| 1Y | -0.2% | +3.5% | -3.7% | -3.6% |
| 3Y | +23.4% | +27.2% | -3.8% | -2.3% |
| 5Y | +56.4% | +21.0% | +35.4% | +30.0% |
| All | +198.1% | +49.7% | +148.4% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling