+137.9%
APO vs THC
+250.3%
-112.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | +3.5% | +1.3% | +2.2% | +3.0% |
| 3M | +4.5% | +64.2% | -59.7% | -8.6% |
| 6M | +22.8% | +8.3% | +14.5% | +19.2% |
| YTD | -6.5% | +33.4% | -39.9% | -14.8% |
| 1Y | +0.8% | +37.7% | -36.8% | -9.5% |
| 3Y | +62.0% | +236.8% | -174.8% | +7.4% |
| All | +137.9% | +250.3% | -112.4% | +54.4% |
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 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