-53.1%
APTV vs THC
+44.8%
-97.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -12.3% | +7.5% | -19.8% | -13.0% |
| 3M | -19.9% | +7.5% | -27.5% | -20.6% |
| 6M | -29.4% | +46.4% | -75.8% | -31.6% |
| YTD | -49.0% | +44.4% | -93.3% | -50.3% |
| 1Y | -53.1% | +43.4% | -96.5% | -54.3% |
| All | -53.1% | +44.8% | -97.9% | -54.3% |
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