+5,998.7%
APD vs THC
+550.9%
+5,447.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -3.7% | +3.7% | -7.4% | -4.1% |
| 30D | +9.6% | +9.0% | +0.6% | +8.3% |
| 3M | +1.6% | +10.4% | -8.8% | +0.2% |
| 6M | +2.2% | +45.7% | -43.5% | -3.2% |
| YTD | +25.9% | +42.6% | -16.7% | +19.0% |
| 1Y | +20.1% | +38.8% | -18.6% | +13.8% |
| 3Y | +12.4% | +418.8% | -406.4% | -11.7% |
| 5Y | +11.1% | +275.7% | -264.5% | -11.4% |
| 10Y | +190.1% | +1,496.2% | -1,306.1% | +72.2% |
| All | +5,998.7% | +550.9% | +5,447.9% | +2,916.5% |
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