-56.0%
AFRM vs HBM
+194.0%
-250.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -4.4% | +2.2% | -6.7% | -5.7% |
| 30D | -7.7% | -11.8% | +4.1% | -2.5% |
| 3M | -16.9% | -19.2% | +2.3% | -9.1% |
| 6M | +2.5% | -22.9% | +25.4% | +11.3% |
| YTD | -12.5% | +7.8% | -20.3% | -24.7% |
| 1Y | -11.0% | +34.9% | -45.9% | -32.6% |
| 3Y | +184.6% | +422.2% | -237.6% | -10.8% |
| All | -56.0% | +194.0% | -250.0% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling