-77.2%
APTV vs THC
+274.4%
-351.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | -10.2% | +3.7% | -13.9% | -11.1% |
| 30D | -10.8% | +9.0% | -19.9% | -13.0% |
| 3M | -14.8% | +10.4% | -25.2% | -17.3% |
| 6M | -30.6% | +45.7% | -76.2% | -38.5% |
| YTD | -48.2% | +42.6% | -90.7% | -54.3% |
| 1Y | -52.0% | +38.8% | -90.7% | -57.4% |
| 3Y | -47.0% | +418.8% | -465.8% | -72.5% |
| All | -77.2% | +274.4% | -351.6% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling