-20.9%
AFRM vs THC
+250.3%
-271.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -7.0% | -0.7% | -6.3% | -6.7% |
| 30D | -7.8% | +1.3% | -9.1% | -8.8% |
| 3M | +5.3% | +64.2% | -58.9% | -22.4% |
| 6M | +42.6% | +8.3% | +34.4% | +32.9% |
| YTD | -2.8% | +33.4% | -36.2% | -21.8% |
| 1Y | -19.3% | +37.7% | -57.0% | -37.3% |
| 3Y | +231.0% | +236.8% | -5.8% | +26.9% |
| All | -20.9% | +250.3% | -271.3% | -70.6% |
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