-29.6%
AFRM vs THC
+554.7%
-584.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.4% |
| 7D | -10.3% | +0.2% | -10.5% | -10.3% |
| 30D | -13.7% | +9.0% | -22.7% | -17.6% |
| 3M | -11.6% | +12.9% | -24.5% | -17.7% |
| 6M | +2.1% | +52.8% | -50.8% | -21.4% |
| YTD | -8.9% | +47.4% | -56.3% | -30.3% |
| 1Y | -9.7% | +47.7% | -57.4% | -31.3% |
| 3Y | +202.5% | +444.7% | -242.2% | -10.3% |
| 5Y | -55.3% | +269.3% | -324.6% | -83.9% |
| All | -29.6% | +554.7% | -584.3% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling