+61,451.9%
APH vs THC
+598.7%
+60,853.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.7% |
| 7D | -48.7% | -1.0% | -47.7% | -48.6% |
| 30D | -51.9% | +1.3% | -53.2% | -52.0% |
| 3M | -43.6% | +64.2% | -107.8% | -47.8% |
| 6M | -37.5% | +8.3% | -45.8% | -38.7% |
| YTD | -38.6% | +33.4% | -72.0% | -41.8% |
| 1Y | -26.3% | +37.7% | -64.0% | -30.6% |
| 3Y | +89.2% | +236.8% | -147.6% | +54.2% |
| 5Y | +119.8% | +249.3% | -129.4% | +73.7% |
| 10Y | +454.3% | +995.2% | -541.0% | +235.4% |
| All | +61,451.9% | +598.7% | +60,853.3% | +30,073.4% |
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