+216.6%
AMGN vs THC
+1,002.8%
-786.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.8% |
| 7D | -11.6% | +4.1% | -15.7% | -11.9% |
| 30D | -5.7% | +3.5% | -9.2% | -6.0% |
| 3M | +14.2% | +61.7% | -47.5% | +9.5% |
| 6M | +5.2% | +11.8% | -6.7% | +3.8% |
| YTD | +22.0% | +35.4% | -13.4% | +18.3% |
| 1Y | +43.6% | +37.0% | +6.6% | +38.9% |
| 3Y | +65.0% | +260.1% | -195.1% | +45.6% |
| 5Y | +112.0% | +262.6% | -150.5% | +83.4% |
| 10Y | +216.6% | +1,039.2% | -822.7% | +136.4% |
| All | +216.6% | +1,002.8% | -786.2% | +136.4% |
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