+19,143.8%
AFL vs THC
+508.9%
+18,634.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | -6.2% | +1.3% | -7.4% | -6.5% |
| 3M | +2.2% | +64.2% | -62.1% | -7.3% |
| 6M | +5.3% | +8.3% | -3.0% | +2.7% |
| YTD | +8.0% | +33.4% | -25.4% | +1.0% |
| 1Y | +10.2% | +37.7% | -27.4% | +2.1% |
| 3Y | +67.1% | +236.8% | -169.7% | +26.7% |
| 5Y | +135.6% | +249.3% | -113.7% | +69.7% |
| 10Y | +299.4% | +995.2% | -695.9% | +98.1% |
| All | +19,143.8% | +508.9% | +18,634.9% | +6,783.6% |
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