+1,617.8%
AFL vs HBM
+654.4%
+963.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.7% |
| 7D | -0.7% | +7.4% | -8.1% | -2.0% |
| 30D | -7.1% | +5.1% | -12.2% | -8.2% |
| 3M | +0.4% | +11.1% | -10.7% | -2.6% |
| 6M | +4.5% | +30.2% | -25.7% | -2.9% |
| YTD | +6.1% | +46.2% | -40.2% | -4.6% |
| 1Y | +10.6% | +120.0% | -109.5% | -8.7% |
| 3Y | +64.0% | +527.4% | -463.4% | +5.2% |
| 5Y | +133.7% | +400.4% | -266.7% | +47.9% |
| 10Y | +298.0% | +621.5% | -323.5% | +89.0% |
| All | +1,617.8% | +654.4% | +963.5% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling