+57.7%
AZN vs XHB
+33.0%
+24.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -1.6% | -4.6% | +3.1% | -0.6% |
| 30D | +1.1% | -9.1% | +10.2% | +3.0% |
| 3M | -12.1% | -8.6% | -3.6% | -10.7% |
| 6M | -17.1% | -4.0% | -13.1% | -16.8% |
| YTD | -12.0% | -3.9% | -8.0% | -11.7% |
| 1Y | -0.2% | -16.5% | +16.2% | +2.8% |
| 3Y | +26.8% | +22.6% | +4.2% | +19.1% |
| All | +57.7% | +33.0% | +24.7% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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