-68.8%
APTV vs THC
+254.2%
-323.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.7% | +3.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.9% |
| 30D | -7.9% | +1.5% | -9.5% | -8.4% |
| 3M | -29.9% | +59.9% | -89.8% | -39.3% |
| 6M | -36.6% | +11.0% | -47.6% | -39.2% |
| YTD | -40.0% | +32.6% | -72.5% | -45.8% |
| 1Y | -44.0% | +37.4% | -81.4% | -50.3% |
| 3Y | -54.5% | +252.5% | -307.1% | -72.5% |
| 5Y | -68.8% | +262.3% | -331.1% | -82.0% |
| All | -68.8% | +254.2% | -323.0% | -82.0% |
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