+44,287.4%
AZO vs THC
+382.3%
+43,905.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.3% | +1.0% | +0.4% | +1.2% |
| 30D | +12.0% | +5.3% | +6.6% | +11.3% |
| 3M | +7.2% | +7.1% | +0.1% | +6.3% |
| 6M | -3.2% | +46.0% | -49.2% | -7.5% |
| YTD | -3.9% | +43.9% | -47.8% | -8.4% |
| 1Y | -14.7% | +45.4% | -60.1% | -18.8% |
| 3Y | +20.4% | +421.3% | -400.9% | -2.2% |
| 5Y | +72.8% | +261.5% | -188.7% | +42.8% |
| 10Y | +334.4% | +1,865.8% | -1,531.4% | +173.6% |
| All | +44,287.4% | +382.3% | +43,905.1% | +25,298.8% |
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