+497.0%
ABBV vs THC
+1,002.8%
-505.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.5% |
| 7D | -4.1% | +4.1% | -8.2% | -4.5% |
| 30D | +1.2% | +3.5% | -2.3% | +0.8% |
| 3M | +12.1% | +61.7% | -49.6% | +6.5% |
| 6M | +12.0% | +11.8% | +0.2% | +10.3% |
| YTD | +12.4% | +35.4% | -23.0% | +8.3% |
| 1Y | +22.9% | +37.0% | -14.1% | +18.1% |
| 3Y | +86.8% | +260.1% | -173.3% | +59.6% |
| 5Y | +181.0% | +262.6% | -81.6% | +133.9% |
| 10Y | +497.0% | +1,039.2% | -542.2% | +303.8% |
| All | +497.0% | +1,002.8% | -505.8% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling