+1.4%
HYG vs AZN
-17.5%
+19.0%
-1.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -0.7% | -1.6% | +0.8% | -0.7% |
| 30D | -0.7% | +1.1% | -1.8% | -0.8% |
| 3M | -0.2% | -12.1% | +11.9% | +0.3% |
| 6M | +1.4% | -17.1% | +18.6% | +2.6% |
| All | +1.4% | -17.5% | +19.0% | +2.6% |
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