-33.6%
APP vs THC
+9.3%
-42.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | -23.3% | +1.3% | -24.5% | -23.6% |
| 3M | -42.6% | +64.2% | -106.9% | -50.3% |
| 6M | -33.6% | +8.3% | -41.9% | -22.6% |
| All | -33.6% | +9.3% | -42.9% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling