+17.6%
AFL vs HBM
+47.3%
-29.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.3% |
| 7D | +2.9% | -5.8% | +8.8% | +2.5% |
| 30D | +11.5% | -18.5% | +30.0% | +10.2% |
| 3M | +0.6% | -10.3% | +10.9% | +0.1% |
| 6M | +11.7% | +2.1% | +9.6% | +11.3% |
| YTD | +15.4% | +12.0% | +3.4% | +12.7% |
| 1Y | +17.6% | +49.8% | -32.2% | +14.3% |
| All | +17.6% | +47.3% | -29.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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