+14.1%
APD vs THC
+418.9%
-404.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.7% |
| 7D | -0.7% | +5.9% | -6.6% | -1.3% |
| 30D | +10.1% | +10.8% | -0.7% | +9.0% |
| 3M | +4.9% | +9.4% | -4.6% | +3.8% |
| 6M | +2.5% | +53.3% | -50.8% | -2.4% |
| YTD | +27.8% | +44.2% | -16.4% | +21.8% |
| 1Y | +32.9% | +37.3% | -4.4% | +27.3% |
| All | +14.1% | +418.9% | -404.8% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling