+193.5%
APTV vs THC
+1,271.9%
-1,078.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +2.0% | +1.3% | +0.7% | +1.6% |
| 3M | -34.2% | +64.2% | -98.5% | -43.3% |
| 6M | -34.7% | +8.3% | -42.9% | -37.0% |
| YTD | -37.0% | +33.4% | -70.4% | -43.1% |
| 1Y | -40.4% | +37.7% | -78.1% | -47.0% |
| 3Y | -54.1% | +236.8% | -290.9% | -69.7% |
| 5Y | -68.0% | +249.3% | -317.3% | -80.0% |
| 10Y | -15.5% | +995.2% | -1,010.8% | -67.0% |
| All | +193.5% | +1,271.9% | -1,078.4% | +0.8% |
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 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