-27.7%
AFRM vs THC
+540.1%
-567.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.9% | -6.8% |
| 7D | -6.9% | +5.9% | -12.8% | -9.7% |
| 30D | -7.0% | +10.8% | -17.8% | -11.9% |
| 3M | -11.2% | +9.4% | -20.7% | -16.0% |
| 6M | +4.3% | +53.3% | -49.0% | -19.9% |
| YTD | -6.4% | +44.2% | -50.6% | -27.6% |
| 1Y | -2.6% | +37.3% | -39.9% | -22.8% |
| 3Y | +210.6% | +421.6% | -211.0% | -6.0% |
| 5Y | -57.6% | +279.8% | -337.4% | -84.6% |
| All | -27.7% | +540.1% | -567.8% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling