-29.3%
AFRM vs HAS
+50.4%
-79.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -7.3% | -0.2% | -7.1% | -7.0% |
| 30D | -9.6% | +31.0% | -40.6% | -29.3% |
| 3M | -11.1% | +30.7% | -41.7% | -30.4% |
| 6M | +3.9% | +23.9% | -20.0% | -16.7% |
| YTD | -8.5% | +48.3% | -56.8% | -39.1% |
| 1Y | +3.3% | +60.2% | -57.0% | -36.3% |
| 3Y | +213.7% | +189.2% | +24.5% | -6.6% |
| 5Y | -58.5% | +50.4% | -108.9% | -71.3% |
| All | -29.3% | +50.4% | -79.8% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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