+500.0%
APP vs THC
+434.3%
+65.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +10.3% |
| 7D | +71.2% | +3.7% | +67.5% | +68.4% |
| 30D | +39.1% | +9.0% | +30.0% | +33.9% |
| 3M | +16.5% | +10.4% | +6.1% | +11.1% |
| 6M | -16.6% | +45.7% | -62.2% | -30.0% |
| YTD | -41.9% | +42.6% | -84.5% | -51.9% |
| 1Y | -37.0% | +38.8% | -75.8% | -47.5% |
| 3Y | +892.4% | +418.8% | +473.6% | +331.3% |
| 5Y | +297.3% | +275.7% | +21.6% | +83.5% |
| All | +500.0% | +434.3% | +65.7% | +149.9% |
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