+26.3%
APD vs THC
+450.2%
-423.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -0.2% | +8.8% | -9.1% | -1.2% |
| 30D | +11.0% | +10.0% | +1.0% | +9.8% |
| 3M | +1.3% | +11.7% | -10.4% | 0.0% |
| 6M | +6.4% | +52.5% | -46.1% | +1.0% |
| YTD | +28.9% | +46.1% | -17.1% | +22.3% |
| 1Y | +23.2% | +49.1% | -25.9% | +16.5% |
| 3Y | +26.3% | +439.6% | -413.3% | -2.0% |
| All | +26.3% | +450.2% | -423.8% | -2.0% |
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