+221.8%
AFRM vs HBM
+478.3%
-256.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -7.0% | -6.4% | -0.6% | -4.3% |
| 30D | -7.8% | +5.9% | -13.7% | -10.4% |
| 3M | +5.3% | -8.9% | +14.2% | +7.5% |
| 6M | +42.6% | +10.7% | +32.0% | +31.1% |
| YTD | -2.8% | +38.3% | -41.1% | -22.8% |
| 1Y | -19.3% | +121.3% | -140.6% | -51.1% |
| All | +221.8% | +478.3% | -256.5% | -10.7% |
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