-55.4%
APP vs THC
+46.1%
-101.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.6% | +1.1% | +9.5% |
| 7D | +4.5% | +8.8% | -4.3% | +3.4% |
| 30D | -3.6% | +12.6% | -16.3% | -4.9% |
| 3M | -35.3% | +15.4% | -50.6% | -36.3% |
| 6M | -42.8% | +57.7% | -100.5% | -44.8% |
| YTD | -59.7% | +47.1% | -106.7% | -61.2% |
| 1Y | -55.4% | +40.7% | -96.0% | -56.8% |
| All | -55.4% | +46.1% | -101.5% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling