+188.0%
APD vs THC
+1,861.3%
-1,673.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -0.2% | +8.8% | -9.1% | -1.3% |
| 30D | +11.0% | +10.0% | +1.0% | +9.6% |
| 3M | +2.0% | +11.7% | -9.7% | +0.5% |
| 6M | +7.1% | +52.5% | -45.4% | +0.9% |
| YTD | +29.8% | +46.1% | -16.3% | +22.4% |
| 1Y | +24.0% | +49.1% | -25.1% | +16.6% |
| 3Y | +27.2% | +439.6% | -412.5% | -0.5% |
| 5Y | +12.8% | +263.2% | -250.4% | -9.7% |
| All | +188.0% | +1,861.3% | -1,673.3% | +91.2% |
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