-29.4%
AFRM vs HIG
+193.8%
-223.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.5% |
| 7D | -7.5% | -0.5% | -7.1% | -7.2% |
| 30D | -15.7% | +4.5% | -20.2% | -18.1% |
| 3M | -9.6% | -5.5% | -4.1% | -6.6% |
| 6M | +6.3% | +3.1% | +3.2% | +2.6% |
| YTD | -8.6% | -0.8% | -7.8% | -9.7% |
| 1Y | -7.6% | +6.1% | -13.7% | -13.3% |
| 3Y | +173.7% | +94.1% | +79.5% | +70.6% |
| 5Y | -56.9% | +106.4% | -163.3% | -74.2% |
| All | -29.4% | +193.8% | -223.2% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling