+268.0%
APH vs THC
+287.8%
-19.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -9.0% |
| 7D | -12.7% | +5.9% | -18.6% | -13.8% |
| 30D | -19.2% | +10.8% | -30.0% | -20.8% |
| 3M | -16.7% | +9.4% | -26.1% | -18.3% |
| 6M | +5.1% | +53.3% | -48.1% | -4.7% |
| YTD | +6.6% | +44.2% | -37.6% | -2.7% |
| 1Y | +3.9% | +37.3% | -33.4% | -4.2% |
| 3Y | +246.0% | +421.6% | -175.6% | +130.0% |
| 5Y | +268.0% | +279.8% | -11.8% | +156.2% |
| All | +268.0% | +287.8% | -19.8% | +156.2% |
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 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