-27.7%
AFRM vs HAS
+51.2%
-78.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.2% | -6.4% |
| 7D | -6.9% | 0.0% | -6.9% | -6.7% |
| 30D | -7.0% | +31.3% | -38.3% | -27.5% |
| 3M | -11.2% | +32.1% | -43.3% | -31.2% |
| 6M | +4.3% | +28.1% | -23.9% | -19.1% |
| YTD | -6.4% | +49.1% | -55.5% | -38.0% |
| 1Y | -2.6% | +60.5% | -63.1% | -40.0% |
| 3Y | +210.6% | +183.9% | +26.7% | -5.2% |
| 5Y | -57.6% | +51.2% | -108.8% | -70.8% |
| All | -27.7% | +51.2% | -78.9% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling