+133.7%
AFL vs THC
+248.0%
-114.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.5% |
| 7D | -0.7% | -2.6% | +1.8% | -0.5% |
| 30D | -7.1% | -1.2% | -5.9% | -7.0% |
| 3M | +0.4% | +58.9% | -58.5% | -5.0% |
| 6M | +4.5% | +9.3% | -4.8% | +3.1% |
| YTD | +6.1% | +30.4% | -24.3% | +2.2% |
| 1Y | +10.6% | +34.6% | -24.0% | +5.8% |
| 3Y | +64.0% | +246.7% | -182.6% | +37.4% |
| 5Y | +133.7% | +244.5% | -110.8% | +92.5% |
| All | +133.7% | +248.0% | -114.2% | +92.5% |
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