+70.0%
AZN vs THC
+258.4%
-188.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.1% | +1.0% | -2.0% | -1.2% |
| 30D | +13.8% | +5.3% | +8.5% | +13.0% |
| 3M | +17.3% | +7.1% | +10.2% | +16.1% |
| 6M | -1.7% | +46.0% | -47.8% | -7.0% |
| YTD | +1.4% | +43.9% | -42.6% | -4.1% |
| 1Y | +5.2% | +45.4% | -40.3% | -0.8% |
| 3Y | +52.6% | +421.3% | -368.6% | +18.3% |
| All | +70.0% | +258.4% | -188.4% | +36.4% |
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 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