-58.3%
AFRM vs HBM
+205.9%
-264.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -3.0% |
| 7D | -7.3% | -3.6% | -3.7% | -5.5% |
| 30D | -9.6% | -19.2% | +9.6% | +0.1% |
| 3M | -11.1% | -20.5% | +9.4% | -2.1% |
| 6M | +3.9% | -12.8% | +16.7% | +5.7% |
| YTD | -8.5% | +5.4% | -13.9% | -20.3% |
| 1Y | +3.3% | +33.0% | -29.7% | -21.2% |
| 3Y | +213.7% | +357.3% | -143.6% | +3.9% |
| All | -58.3% | +205.9% | -264.2% | -79.1% |
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