+261.6%
APP vs THC
+287.8%
-26.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.0% | +31.9% |
| 7D | +39.7% | +5.9% | +33.8% | +36.1% |
| 30D | +27.7% | +10.8% | +16.9% | +21.9% |
| 3M | -14.8% | +9.4% | -24.2% | -18.5% |
| 6M | -25.5% | +53.3% | -78.8% | -39.7% |
| YTD | -47.2% | +44.2% | -91.3% | -57.0% |
| 1Y | -42.3% | +37.3% | -79.6% | -52.2% |
| 3Y | +806.8% | +421.6% | +385.2% | +263.2% |
| 5Y | +261.6% | +279.8% | -18.2% | +53.9% |
| All | +261.6% | +287.8% | -26.2% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling