+5,823.2%
HD vs AZN
+4,524.2%
+1,298.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -8.4% | +0.7% | -9.2% | -8.7% |
| 3M | +4.3% | -10.5% | +14.9% | +7.5% |
| 6M | -11.1% | -19.3% | +8.1% | -5.6% |
| YTD | -4.7% | -10.6% | +5.9% | -2.0% |
| 1Y | -19.8% | +0.5% | -20.3% | -20.8% |
| 3Y | +4.1% | +25.9% | -21.8% | -5.5% |
| 5Y | +10.3% | +52.4% | -42.1% | -7.6% |
| 10Y | +203.2% | +220.8% | -17.7% | +95.2% |
| All | +5,823.2% | +4,524.2% | +1,298.9% | +2,069.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling