+446.2%
APP vs THC
+440.2%
+6.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.0% | +31.8% |
| 7D | +39.7% | +5.9% | +33.8% | +36.3% |
| 30D | +27.7% | +10.8% | +16.9% | +22.2% |
| 3M | -14.8% | +9.4% | -24.2% | -18.3% |
| 6M | -25.5% | +53.3% | -78.8% | -38.9% |
| YTD | -47.2% | +44.2% | -91.3% | -56.4% |
| 1Y | -42.3% | +37.3% | -79.6% | -51.6% |
| 3Y | +806.8% | +421.6% | +385.2% | +293.6% |
| 5Y | +261.6% | +279.8% | -18.2% | +66.3% |
| All | +446.2% | +440.2% | +6.0% | +126.6% |
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 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