+58.6%
HL vs AZN
+4,437.2%
-4,378.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.5% |
| 7D | -5.6% | -3.1% | -2.5% | -4.7% |
| 30D | +12.7% | +0.6% | +12.2% | +12.6% |
| 3M | +42.5% | -10.8% | +53.3% | +47.0% |
| 6M | -9.0% | -18.1% | +9.1% | -3.5% |
| YTD | +4.4% | -12.3% | +16.7% | +8.0% |
| 1Y | +82.7% | -0.2% | +82.9% | +80.7% |
| 3Y | +406.3% | +23.4% | +382.9% | +364.3% |
| 5Y | +238.2% | +56.4% | +181.8% | +188.0% |
| 10Y | +268.9% | +225.7% | +43.2% | +154.1% |
| All | +58.6% | +4,437.2% | -4,378.7% | +10.0% |
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