-26.3%
APH vs THC
+40.9%
-67.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.8% |
| 7D | -48.7% | -1.0% | -47.7% | -48.7% |
| 30D | -51.9% | +1.3% | -53.2% | -52.0% |
| 3M | -43.6% | +64.2% | -107.8% | -46.6% |
| 6M | -37.5% | +8.3% | -45.8% | -36.9% |
| YTD | -38.6% | +33.4% | -72.0% | -39.8% |
| 1Y | -26.3% | +37.7% | -64.0% | -29.1% |
| All | -26.3% | +40.9% | -67.2% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling