-40.4%
APTV vs THC
+40.9%
-81.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | +2.0% | +1.3% | +0.7% | +1.9% |
| 3M | -34.2% | +64.2% | -98.5% | -37.1% |
| 6M | -34.7% | +8.3% | -42.9% | -35.1% |
| YTD | -37.0% | +33.4% | -70.4% | -38.5% |
| 1Y | -40.4% | +37.7% | -78.1% | -42.8% |
| All | -40.4% | +40.9% | -81.3% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling