+228.7%
HL vs AZN
+55.9%
+172.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -1.6% | -2.8% | -3.8% |
| 30D | +9.3% | +1.1% | +8.2% | +8.8% |
| 3M | +32.0% | -12.1% | +44.1% | +38.3% |
| 6M | -6.4% | -17.1% | +10.7% | +0.9% |
| YTD | +3.1% | -12.0% | +15.1% | +7.7% |
| 1Y | +77.6% | -0.2% | +77.8% | +73.4% |
| 3Y | +392.8% | +26.8% | +366.1% | +312.2% |
| All | +228.7% | +55.9% | +172.8% | +164.9% |
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