+35.1%
APD vs THC
+46.1%
-11.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.6% | -7.7% | +1.6% |
| 7D | +3.8% | +8.8% | -5.0% | +3.5% |
| 30D | +14.1% | +12.6% | +1.5% | +13.7% |
| 3M | +8.2% | +15.4% | -7.2% | +7.8% |
| 6M | +7.5% | +57.7% | -50.1% | +6.3% |
| YTD | +31.7% | +47.1% | -15.4% | +29.2% |
| 1Y | +35.1% | +40.7% | -5.6% | +33.1% |
| All | +35.1% | +46.1% | -11.1% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling