-39.3%
APP vs THC
+51.2%
-90.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.6% |
| 7D | +61.1% | +8.8% | +52.3% | +59.1% |
| 30D | +42.8% | +10.0% | +32.7% | +40.8% |
| 3M | +16.7% | +11.7% | +5.0% | +14.7% |
| 6M | -15.6% | +52.5% | -68.1% | -19.3% |
| YTD | -41.3% | +46.1% | -87.4% | -44.2% |
| 1Y | -39.3% | +49.1% | -88.4% | -42.8% |
| All | -39.3% | +51.2% | -90.5% | -42.8% |
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