+5,927.3%
APD vs THC
+508.9%
+5,418.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | +2.1% | +1.3% | +0.8% | +1.9% |
| 3M | +7.2% | +64.2% | -57.1% | +0.2% |
| 6M | +11.2% | +8.3% | +3.0% | +9.4% |
| YTD | +24.4% | +33.4% | -9.0% | +18.7% |
| 1Y | +6.7% | +37.7% | -31.0% | +1.1% |
| 3Y | +9.2% | +236.8% | -227.5% | -9.4% |
| 5Y | +27.4% | +249.3% | -221.9% | +2.5% |
| 10Y | +164.8% | +995.2% | -830.4% | +64.8% |
| All | +5,927.3% | +508.9% | +5,418.4% | +2,909.5% |
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