+151.7%
HYG vs AZN
+517.6%
-365.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -0.7% | -1.6% | +0.8% | -0.5% |
| 30D | -0.7% | +1.1% | -1.8% | -0.9% |
| 3M | -0.2% | -12.1% | +11.9% | +1.5% |
| 6M | +1.4% | -17.1% | +18.6% | +4.0% |
| YTD | +1.5% | -12.0% | +13.4% | +2.9% |
| 1Y | +2.9% | -0.2% | +3.1% | +2.2% |
| 3Y | +25.6% | +26.8% | -1.1% | +19.1% |
| 5Y | +18.6% | +56.9% | -38.3% | +7.4% |
| 10Y | +55.7% | +226.7% | -171.0% | +21.0% |
| All | +151.7% | +517.6% | -365.9% | +56.6% |
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 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