+155.0%
HPE vs AZN
+0.1%
+154.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.5% |
| 7D | +19.4% | -1.6% | +21.0% | +19.1% |
| 30D | +5.6% | +1.1% | +4.6% | +6.0% |
| 3M | +33.1% | -12.1% | +45.2% | +30.1% |
| 6M | +192.5% | -17.1% | +209.6% | +188.2% |
| YTD | +160.9% | -12.0% | +172.9% | +151.8% |
| 1Y | +155.0% | -0.2% | +155.2% | +139.1% |
| All | +155.0% | +0.1% | +154.8% | +139.1% |
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