+133.9%
HL vs AZN
+0.4%
+133.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +25.1% | +0.7% | +24.3% | +24.9% |
| 3M | +22.9% | -10.5% | +33.4% | +24.6% |
| 6M | -4.9% | -19.3% | +14.4% | -2.2% |
| YTD | +7.8% | -10.6% | +18.4% | +11.2% |
| 1Y | +133.9% | +0.5% | +133.4% | +137.4% |
| All | +133.9% | +0.4% | +133.5% | +137.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling