-0.8%
AMZN vs THC
+51.9%
-52.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.9% |
| 7D | +8.7% | +7.5% | +1.2% | +8.4% |
| 30D | +1.7% | +9.6% | -7.8% | +1.6% |
| 3M | -2.8% | +10.3% | -13.0% | -2.9% |
| All | -0.8% | +51.9% | -52.6% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling