+563.1%
HPE vs AZN
+223.4%
+339.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.4% |
| 7D | +19.4% | -1.6% | +21.0% | +19.7% |
| 30D | +5.6% | +1.1% | +4.6% | +5.2% |
| 3M | +33.1% | -12.1% | +45.2% | +35.8% |
| 6M | +192.5% | -17.1% | +209.6% | +202.1% |
| YTD | +160.9% | -12.0% | +172.9% | +164.4% |
| 1Y | +155.0% | -0.2% | +155.2% | +148.9% |
| 3Y | +289.4% | +26.8% | +262.6% | +250.4% |
| 5Y | +395.7% | +56.9% | +338.8% | +315.6% |
| All | +563.1% | +223.4% | +339.7% | +400.0% |
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 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