-32.0%
APP vs THC
+49.8%
-81.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | +48.9% | +0.2% | +48.7% | +48.8% |
| 30D | +49.4% | +9.0% | +40.4% | +47.4% |
| 3M | +27.0% | +12.9% | +14.1% | +24.6% |
| 6M | -15.4% | +52.8% | -68.2% | -19.5% |
| YTD | -39.9% | +47.4% | -87.4% | -43.1% |
| 1Y | -32.0% | +47.7% | -79.7% | -35.8% |
| All | -32.0% | +49.8% | -81.8% | -35.8% |
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