+5,402.3%
AZN vs THC
+1,156.7%
+4,245.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +17.3% | +7.1% | +10.2% | +16.5% |
| 6M | -1.7% | +46.0% | -47.8% | -5.4% |
| YTD | +1.4% | +43.9% | -42.6% | -2.4% |
| 1Y | +5.2% | +45.4% | -40.3% | +1.1% |
| 3Y | +52.6% | +421.3% | -368.6% | +29.1% |
| 5Y | +72.9% | +261.5% | -188.6% | +48.1% |
| 10Y | +333.0% | +1,865.8% | -1,532.8% | +194.1% |
| All | +5,402.3% | +1,156.7% | +4,245.6% | +3,072.5% |
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