-20.9%
AFRM vs HDB
-35.4%
+14.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -7.0% | +0.4% | -7.4% | -7.3% |
| 30D | -7.8% | -2.8% | -5.0% | -5.8% |
| 3M | +5.3% | -3.5% | +8.9% | +7.3% |
| 6M | +42.6% | -24.7% | +67.4% | +76.8% |
| YTD | -2.8% | -36.6% | +33.8% | +37.6% |
| 1Y | -19.3% | -34.4% | +15.1% | +9.7% |
| 3Y | +231.0% | -24.4% | +255.4% | +271.6% |
| All | -20.9% | -35.4% | +14.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling