+20,769.2%
AFL vs THC
+573.0%
+20,196.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +9.7% | +9.0% | +0.7% | +7.8% |
| 3M | +5.5% | +12.9% | -7.4% | +2.9% |
| 6M | +11.2% | +52.8% | -41.6% | +1.9% |
| YTD | +17.1% | +47.4% | -30.4% | +7.3% |
| 1Y | +14.0% | +47.7% | -33.7% | +4.2% |
| 3Y | +66.3% | +444.7% | -378.4% | +15.3% |
| 5Y | +152.7% | +269.3% | -116.6% | +80.4% |
| 10Y | +341.3% | +1,913.5% | -1,572.2% | +97.9% |
| All | +20,769.2% | +573.0% | +20,196.2% | +7,214.8% |
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