-20.9%
AFRM vs HIG
+124.5%
-145.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.6% |
| 7D | -7.0% | +0.3% | -7.3% | -7.2% |
| 30D | -7.8% | -3.2% | -4.6% | -5.2% |
| 3M | +5.3% | +9.1% | -3.8% | -4.8% |
| 6M | +42.6% | -1.8% | +44.4% | +42.4% |
| YTD | -2.8% | +1.8% | -4.6% | -6.8% |
| 1Y | -19.3% | +4.6% | -23.9% | -25.5% |
| 3Y | +231.0% | +101.6% | +129.3% | +41.2% |
| All | -20.9% | +124.5% | -145.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling