+355.9%
APH vs THC
+250.3%
+105.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +5.0% | -0.7% | +5.6% | +5.1% |
| 30D | -3.9% | +1.3% | -5.1% | -4.2% |
| 3M | +13.0% | +64.2% | -51.3% | +1.1% |
| 6M | +25.2% | +8.3% | +16.9% | +22.2% |
| YTD | +22.9% | +33.4% | -10.4% | +14.2% |
| 1Y | +47.8% | +37.7% | +10.2% | +35.9% |
| 3Y | +283.0% | +236.8% | +46.2% | +181.0% |
| All | +355.9% | +250.3% | +105.6% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling