+216.5%
AZN vs THC
+1,022.1%
-805.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | +1.1% | -1.2% | +2.2% | +1.1% |
| 3M | -12.1% | +52.3% | -64.4% | -15.5% |
| 6M | -17.1% | +12.4% | -29.6% | -18.3% |
| YTD | -12.0% | +32.7% | -44.7% | -14.6% |
| 1Y | -0.2% | +36.4% | -36.6% | -3.5% |
| 3Y | +26.8% | +259.3% | -232.5% | +11.4% |
| 5Y | +56.9% | +262.7% | -205.8% | +35.3% |
| All | +216.5% | +1,022.1% | -805.6% | +135.4% |
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