+206.4%
HD vs AZN
+223.4%
-17.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -3.8% | -1.6% | -2.3% | -3.4% |
| 30D | -9.4% | +1.1% | -10.5% | -9.7% |
| 3M | -4.6% | -12.1% | +7.5% | -1.5% |
| 6M | -10.1% | -17.1% | +7.1% | -5.6% |
| YTD | -8.3% | -12.0% | +3.6% | -5.6% |
| 1Y | -25.0% | -0.2% | -24.8% | -25.7% |
| 3Y | +1.5% | +26.8% | -25.2% | -7.5% |
| 5Y | +5.6% | +56.9% | -51.3% | -12.1% |
| All | +206.4% | +223.4% | -17.0% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling