+47.5%
AMZN vs THC
+244.9%
-197.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | -6.4% | -1.2% | -5.2% | -6.2% |
| 3M | +4.8% | +58.9% | -54.1% | -6.1% |
| 6M | +20.5% | +9.3% | +11.2% | +17.1% |
| YTD | +11.3% | +30.4% | -19.0% | +3.2% |
| 1Y | +9.0% | +34.6% | -25.6% | -0.3% |
| 3Y | +85.9% | +246.7% | -160.8% | +27.6% |
| All | +47.5% | +244.9% | -197.4% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling