+103.6%
HAL vs AZN
+54.9%
+48.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.1% |
| 7D | -3.3% | -3.1% | -0.2% | -2.9% |
| 30D | +7.2% | +0.6% | +6.7% | +7.1% |
| 3M | -8.8% | -10.8% | +2.0% | -7.6% |
| 6M | +3.0% | -18.1% | +21.1% | +5.3% |
| YTD | +29.4% | -12.3% | +41.7% | +30.8% |
| 1Y | +62.8% | -0.2% | +63.0% | +60.9% |
| 3Y | -6.4% | +23.4% | -29.8% | -12.4% |
| 5Y | +103.6% | +56.4% | +47.3% | +93.2% |
| All | +103.6% | +54.9% | +48.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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