-16.6%
AFRM vs HIG
+6.4%
-23.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -3.0% |
| 7D | -5.5% | -0.1% | -5.3% | -5.5% |
| 30D | -15.5% | +4.4% | -19.8% | -15.2% |
| 3M | -10.3% | 0.0% | -10.3% | -10.3% |
| 6M | +0.6% | +3.8% | -3.2% | +0.8% |
| YTD | -11.5% | +0.7% | -12.2% | -11.2% |
| 1Y | -16.6% | +5.0% | -21.6% | -14.4% |
| All | -16.6% | +6.4% | -23.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling