+164.2%
HPE vs AZN
-18.8%
+183.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -8.0% | -5.2% |
| 7D | +1.4% | -3.1% | +4.5% | -0.2% |
| 30D | +1.5% | +0.6% | +1.0% | +2.3% |
| 3M | +21.7% | -10.8% | +32.5% | +14.0% |
| 6M | +164.2% | -18.1% | +182.3% | +143.1% |
| All | +164.2% | -18.8% | +183.0% | +143.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling