-37.0%
APP vs THC
+35.6%
-72.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +10.0% |
| 7D | +71.2% | +3.7% | +67.5% | +70.0% |
| 30D | +39.1% | +9.0% | +30.0% | +37.6% |
| 3M | +16.5% | +10.4% | +6.1% | +14.9% |
| 6M | -16.6% | +45.7% | -62.2% | -19.3% |
| YTD | -41.9% | +42.6% | -84.5% | -44.1% |
| 1Y | -37.0% | +38.8% | -75.8% | -39.2% |
| All | -37.0% | +35.6% | -72.6% | -39.2% |
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