+85.8%
AZO vs THC
+254.2%
-168.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -5.3% | +1.5% | -6.8% | -5.5% |
| 3M | -7.3% | +59.9% | -67.2% | -11.9% |
| 6M | -22.7% | +11.0% | -33.6% | -23.7% |
| YTD | -15.0% | +32.6% | -47.6% | -17.9% |
| 1Y | -32.2% | +37.4% | -69.6% | -34.9% |
| 3Y | +10.0% | +252.5% | -242.5% | -8.2% |
| 5Y | +85.8% | +262.3% | -176.5% | +55.3% |
| All | +85.8% | +254.2% | -168.4% | +55.3% |
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 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