+638.0%
AZN vs XHB
+163.2%
+474.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | -3.1% | -8.3% | +5.3% | -0.8% |
| 3M | -14.4% | -7.1% | -7.3% | -13.0% |
| 6M | -19.5% | -5.3% | -14.2% | -18.8% |
| YTD | -13.8% | -3.2% | -10.6% | -13.7% |
| 1Y | -2.4% | -13.9% | +11.5% | +0.8% |
| 3Y | +21.3% | +24.9% | -3.6% | +10.7% |
| 5Y | +53.6% | +34.5% | +19.1% | +34.3% |
| 10Y | +220.1% | +215.5% | +4.7% | +109.8% |
| All | +638.0% | +163.2% | +474.7% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling