+895.0%
APA vs THC
+550.9%
+344.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | -15.5% | +3.7% | -19.2% | -16.4% |
| 30D | +2.4% | +9.0% | -6.7% | +0.2% |
| 3M | +22.8% | +10.4% | +12.4% | +19.6% |
| 6M | +17.9% | +45.7% | -27.7% | +6.9% |
| YTD | +87.7% | +42.6% | +45.1% | +68.9% |
| 1Y | +94.2% | +38.8% | +55.4% | +75.3% |
| 3Y | +27.2% | +418.8% | -391.6% | -16.9% |
| 5Y | +74.1% | +275.7% | -201.5% | +17.3% |
| 10Y | +2.6% | +1,496.2% | -1,493.6% | -51.1% |
| All | +895.0% | +550.9% | +344.1% | +315.8% |
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