+6,091.7%
APD vs THC
+558.0%
+5,533.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.7% |
| 7D | -0.7% | +5.9% | -6.6% | -1.5% |
| 30D | +10.1% | +10.8% | -0.7% | +8.6% |
| 3M | +4.9% | +9.4% | -4.6% | +3.5% |
| 6M | +2.5% | +53.3% | -50.8% | -3.6% |
| YTD | +27.8% | +44.2% | -16.4% | +20.6% |
| 1Y | +32.9% | +37.3% | -4.4% | +26.0% |
| 3Y | +13.4% | +421.6% | -408.2% | -11.0% |
| 5Y | +12.8% | +279.8% | -267.0% | -10.1% |
| 10Y | +194.6% | +1,513.9% | -1,319.3% | +74.6% |
| All | +6,091.7% | +558.0% | +5,533.7% | +2,958.2% |
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 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