+803.3%
APP vs THC
+418.9%
+384.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.0% | +31.7% |
| 7D | +39.7% | +5.9% | +33.8% | +36.8% |
| 30D | +27.7% | +10.8% | +16.9% | +23.2% |
| 3M | -14.8% | +9.4% | -24.2% | -17.6% |
| 6M | -25.5% | +53.3% | -78.8% | -36.5% |
| YTD | -47.2% | +44.2% | -91.3% | -54.8% |
| 1Y | -42.3% | +37.3% | -79.6% | -49.8% |
| All | +803.3% | +418.9% | +384.4% | +369.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling