-9.7%
AFRM vs THC
+49.8%
-59.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.8% |
| 7D | -10.3% | +0.2% | -10.5% | -10.3% |
| 30D | -13.7% | +9.0% | -22.7% | -14.5% |
| 3M | -11.6% | +12.9% | -24.5% | -12.7% |
| 6M | +2.1% | +52.8% | -50.8% | -3.9% |
| YTD | -8.9% | +47.4% | -56.3% | -12.7% |
| 1Y | -9.7% | +47.7% | -57.4% | -13.8% |
| All | -9.7% | +49.8% | -59.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling