+295.8%
AFL vs HBM
+619.2%
-323.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.6% | -3.3% | +1.6% | -1.3% |
| 30D | -4.0% | -4.8% | +0.8% | -3.7% |
| 3M | -0.5% | -0.4% | -0.1% | -1.3% |
| 6M | +6.5% | +17.9% | -11.4% | +1.8% |
| YTD | +6.2% | +33.7% | -27.5% | -1.4% |
| 1Y | +8.3% | +95.6% | -87.3% | -5.9% |
| 3Y | +62.5% | +458.1% | -395.6% | +13.6% |
| 5Y | +136.2% | +329.0% | -192.8% | +64.5% |
| All | +295.8% | +619.2% | -323.3% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling