+528.8%
APP vs THC
+445.0%
+83.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.0% |
| 7D | +79.2% | +7.5% | +71.7% | +73.8% |
| 30D | +48.0% | +9.6% | +38.4% | +42.3% |
| 3M | +18.2% | +10.3% | +8.0% | +12.8% |
| 6M | -12.5% | +51.8% | -64.3% | -27.9% |
| YTD | -39.2% | +45.4% | -84.6% | -50.0% |
| 1Y | -33.9% | +40.8% | -74.7% | -45.2% |
| 3Y | +933.3% | +448.8% | +484.5% | +338.1% |
| 5Y | +295.9% | +263.4% | +32.5% | +82.5% |
| All | +528.8% | +445.0% | +83.9% | +159.9% |
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