+114,578.9%
APH vs THC
+655.1%
+113,923.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -9.0% |
| 7D | -12.7% | +5.9% | -18.6% | -13.5% |
| 30D | -19.2% | +10.8% | -30.0% | -20.5% |
| 3M | -16.7% | +9.4% | -26.1% | -18.0% |
| 6M | +5.1% | +53.3% | -48.1% | -2.1% |
| YTD | +6.6% | +44.2% | -37.6% | -0.3% |
| 1Y | +3.9% | +37.3% | -33.4% | -2.2% |
| 3Y | +246.0% | +421.6% | -175.6% | +165.0% |
| 5Y | +268.0% | +279.8% | -11.8% | +187.1% |
| 10Y | +868.2% | +1,513.9% | -645.6% | +456.7% |
| All | +114,578.9% | +655.1% | +113,923.8% | +55,359.0% |
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