-0.9%
APA vs THC
+1,325.8%
-1,326.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | -8.7% | +7.5% | -16.2% | -11.3% |
| 30D | -2.4% | +9.6% | -12.0% | -5.8% |
| 3M | +19.0% | +10.3% | +8.7% | +14.2% |
| 6M | +26.8% | +51.8% | -25.0% | +7.0% |
| YTD | +87.3% | +45.4% | +41.9% | +57.2% |
| 1Y | +92.3% | +40.8% | +51.5% | +62.5% |
| 3Y | +37.3% | +448.8% | -411.6% | -34.6% |
| 5Y | +73.2% | +263.4% | -190.2% | -10.7% |
| 10Y | -0.9% | +1,800.1% | -1,800.9% | -71.8% |
| All | -0.9% | +1,325.8% | -1,326.6% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling