+213.7%
AFRM vs HDB
-11.1%
+224.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -3.0% |
| 7D | -7.3% | +13.3% | -20.6% | -12.5% |
| 30D | -9.6% | +13.6% | -23.1% | -14.7% |
| 3M | -11.1% | +5.8% | -16.8% | -13.5% |
| 6M | +3.9% | -1.9% | +5.8% | +3.8% |
| YTD | -8.5% | -31.2% | +22.7% | +3.3% |
| 1Y | +3.3% | -29.6% | +32.8% | +15.2% |
| 3Y | +213.7% | -10.1% | +223.8% | +243.9% |
| All | +213.7% | -11.1% | +224.8% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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