-35.9%
APP vs THC
+40.9%
-76.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +0.9% | -0.7% | +1.5% | +0.9% |
| 30D | -23.3% | +1.3% | -24.5% | -23.4% |
| 3M | -42.6% | +64.2% | -106.9% | -45.7% |
| 6M | -33.6% | +8.3% | -41.9% | -35.7% |
| YTD | -52.4% | +33.4% | -85.8% | -54.2% |
| 1Y | -35.9% | +37.7% | -73.6% | -37.2% |
| All | -35.9% | +40.9% | -76.7% | -37.2% |
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 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