+39,072.8%
AZO vs THC
+344.6%
+38,728.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -5.6% | -1.2% | -4.4% | -5.5% |
| 3M | -6.6% | +52.3% | -58.9% | -11.1% |
| 6M | -22.5% | +12.4% | -34.9% | -23.9% |
| YTD | -15.2% | +32.7% | -47.9% | -18.4% |
| 1Y | -33.9% | +36.4% | -70.3% | -36.8% |
| 3Y | +11.8% | +259.3% | -247.5% | -5.5% |
| 5Y | +85.5% | +262.7% | -177.1% | +53.2% |
| 10Y | +298.2% | +1,016.4% | -718.2% | +164.3% |
| All | +39,072.8% | +344.6% | +38,728.2% | +22,522.8% |
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