-58.3%
AFRM vs THC
+274.4%
-332.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | -7.3% | +3.7% | -11.0% | -9.2% |
| 30D | -9.6% | +9.0% | -18.6% | -14.0% |
| 3M | -11.1% | +10.4% | -21.5% | -16.7% |
| 6M | +3.9% | +45.7% | -41.8% | -19.5% |
| YTD | -8.5% | +42.6% | -51.1% | -30.4% |
| 1Y | +3.3% | +38.8% | -35.5% | -20.6% |
| 3Y | +213.7% | +418.8% | -205.1% | -19.8% |
| All | -58.3% | +274.4% | -332.7% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling