+250.4%
APP vs THC
+258.8%
-8.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.9% |
| 7D | +10.6% | +0.1% | +10.4% | +10.5% |
| 30D | +44.6% | +7.5% | +37.1% | +39.8% |
| 3M | +29.6% | +7.5% | +22.1% | +24.7% |
| 6M | -19.8% | +46.4% | -66.2% | -33.7% |
| YTD | -41.6% | +44.4% | -85.9% | -52.5% |
| 1Y | -32.7% | +43.4% | -76.1% | -45.3% |
| 3Y | +799.0% | +433.3% | +365.7% | +254.1% |
| 5Y | +250.4% | +262.5% | -12.1% | +51.0% |
| All | +250.4% | +258.8% | -8.4% | +51.0% |
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