+61.8%
AFL vs HBM
+506.5%
-444.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.4% |
| 7D | -2.1% | +5.5% | -7.6% | -2.2% |
| 30D | -5.4% | +3.3% | -8.7% | -5.5% |
| 3M | -0.3% | +12.7% | -12.9% | -0.5% |
| 6M | +5.2% | +28.2% | -23.0% | +3.9% |
| YTD | +5.7% | +45.3% | -39.6% | +3.2% |
| 1Y | +10.2% | +121.7% | -111.5% | +4.5% |
| All | +61.8% | +506.5% | -444.8% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling