-37.1%
APP vs THC
+50.5%
-87.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.6% |
| 7D | +79.2% | +7.5% | +71.7% | +77.2% |
| 30D | +48.0% | +9.6% | +38.4% | +46.1% |
| 3M | +18.2% | +10.3% | +8.0% | +16.4% |
| 6M | -12.5% | +51.8% | -64.3% | -16.3% |
| YTD | -39.2% | +45.4% | -84.6% | -42.2% |
| All | -37.1% | +50.5% | -87.6% | -40.7% |
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