-29.6%
AFRM vs HAS
+56.9%
-86.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.3% |
| 7D | -10.3% | +2.0% | -12.3% | -11.7% |
| 30D | -13.7% | +30.9% | -44.6% | -32.5% |
| 3M | -11.6% | +28.8% | -40.3% | -29.8% |
| 6M | +2.1% | +32.3% | -30.2% | -22.7% |
| YTD | -8.9% | +54.7% | -63.5% | -41.5% |
| 1Y | -9.7% | +63.2% | -72.9% | -45.1% |
| 3Y | +202.5% | +220.7% | -18.2% | -19.1% |
| 5Y | -55.3% | +53.3% | -108.7% | -70.1% |
| All | -29.6% | +56.9% | -86.5% | -52.5% |
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