+298.1%
APP vs THC
+258.4%
+39.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +4.6% | +1.0% | +3.6% | +4.2% |
| 30D | +56.0% | +5.3% | +50.7% | +52.3% |
| 3M | +30.8% | +7.1% | +23.7% | +26.1% |
| 6M | -9.8% | +46.0% | -55.8% | -25.4% |
| YTD | -39.3% | +43.9% | -83.2% | -50.6% |
| 1Y | -26.4% | +45.4% | -71.9% | -40.7% |
| 3Y | +887.9% | +421.3% | +466.6% | +292.6% |
| All | +298.1% | +258.4% | +39.7% | +73.5% |
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