+391.7%
APP vs THC
+399.8%
-8.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | -23.3% | +1.3% | -24.5% | -23.7% |
| 3M | -42.6% | +64.2% | -106.9% | -54.1% |
| 6M | -33.6% | +8.3% | -41.9% | -36.7% |
| YTD | -52.4% | +33.4% | -85.8% | -59.3% |
| 1Y | -35.9% | +37.7% | -73.6% | -46.4% |
| 3Y | +642.2% | +236.8% | +405.4% | +292.9% |
| 5Y | +311.1% | +249.3% | +61.8% | +94.2% |
| All | +391.7% | +399.8% | -8.2% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling