+717.5%
HPE vs AZN
+234.3%
+483.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.1% | +5.6% |
| 7D | +13.6% | -2.9% | +16.5% | +14.4% |
| 30D | +7.7% | -3.1% | +10.8% | +8.4% |
| 3M | +22.4% | -14.4% | +36.8% | +26.2% |
| 6M | +172.6% | -19.5% | +192.1% | +184.7% |
| YTD | +147.5% | -13.8% | +161.3% | +152.6% |
| 1Y | +151.8% | -2.4% | +154.2% | +146.8% |
| 3Y | +267.1% | +21.3% | +245.8% | +231.6% |
| 5Y | +362.8% | +53.6% | +309.1% | +283.0% |
| 10Y | +540.2% | +220.1% | +320.0% | +305.0% |
| All | +717.5% | +234.3% | +483.2% | +410.1% |
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 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