-16.6%
AFRM vs THC
+44.8%
-61.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.7% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -15.5% | +7.5% | -22.9% | -16.0% |
| 3M | -10.3% | +7.5% | -17.8% | -10.9% |
| 6M | +0.6% | +46.4% | -45.8% | -4.6% |
| YTD | -11.5% | +44.4% | -55.9% | -15.0% |
| 1Y | -16.6% | +43.4% | -60.0% | -19.8% |
| All | -16.6% | +44.8% | -61.4% | -19.8% |
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