+220.9%
AFRM vs THC
+418.9%
-198.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.9% | -7.3% |
| 7D | -6.9% | +5.9% | -12.8% | -8.5% |
| 30D | -7.0% | +10.8% | -17.8% | -9.8% |
| 3M | -11.2% | +9.4% | -20.7% | -13.9% |
| 6M | +4.3% | +53.3% | -49.0% | -10.7% |
| YTD | -6.4% | +44.2% | -50.6% | -19.1% |
| 1Y | -2.6% | +37.3% | -39.9% | -14.3% |
| All | +220.9% | +418.9% | -198.1% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling