-29.3%
AFRM vs HDB
-27.1%
-2.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -3.5% |
| 7D | -7.3% | +13.3% | -20.6% | -15.7% |
| 30D | -9.6% | +13.6% | -23.1% | -17.9% |
| 3M | -11.1% | +5.8% | -16.8% | -15.1% |
| 6M | +3.9% | -1.9% | +5.8% | +4.0% |
| YTD | -8.5% | -31.2% | +22.7% | +18.6% |
| 1Y | +3.3% | -29.6% | +32.8% | +30.7% |
| 3Y | +213.7% | -10.1% | +223.8% | +203.3% |
| 5Y | -58.5% | -24.3% | -34.2% | -53.8% |
| All | -29.3% | -27.1% | -2.2% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling