+4,753.5%
AZN vs THC
+1,064.5%
+3,689.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.7% | +1.3% | -0.5% | +0.6% |
| 3M | -10.5% | +64.2% | -74.8% | -14.6% |
| 6M | -19.3% | +8.3% | -27.5% | -20.1% |
| YTD | -10.6% | +33.4% | -44.0% | -13.3% |
| 1Y | +0.5% | +37.7% | -37.2% | -3.0% |
| 3Y | +25.9% | +236.8% | -210.9% | +10.6% |
| 5Y | +52.4% | +249.3% | -196.9% | +30.9% |
| 10Y | +220.8% | +995.2% | -774.4% | +128.5% |
| All | +4,753.5% | +1,064.5% | +3,689.0% | +2,719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling