+506.6%
APP vs THC
+447.4%
+59.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.7% |
| 7D | +61.1% | +8.8% | +52.3% | +55.5% |
| 30D | +42.8% | +10.0% | +32.7% | +37.0% |
| 3M | +16.7% | +11.7% | +5.0% | +10.7% |
| 6M | -15.6% | +52.5% | -68.1% | -30.6% |
| YTD | -41.3% | +46.1% | -87.4% | -51.9% |
| 1Y | -39.3% | +49.1% | -88.4% | -50.9% |
| 3Y | +803.2% | +439.6% | +363.6% | +285.8% |
| 5Y | +313.2% | +263.2% | +50.0% | +90.2% |
| All | +506.6% | +447.4% | +59.2% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling