+848.7%
APA vs THC
+508.9%
+339.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +23.4% | +1.3% | +22.1% | +22.9% |
| 3M | +12.7% | +64.2% | -51.6% | +0.1% |
| 6M | +39.4% | +8.3% | +31.1% | +34.6% |
| YTD | +79.0% | +33.4% | +45.6% | +64.1% |
| 1Y | +88.8% | +37.7% | +51.2% | +71.0% |
| 3Y | +6.4% | +236.8% | -230.4% | -23.5% |
| 5Y | +153.0% | +249.3% | -96.3% | +73.4% |
| 10Y | +7.5% | +995.2% | -987.7% | -45.3% |
| All | +848.7% | +508.9% | +339.9% | +304.0% |
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