-24.9%
AFRM vs HIG
+201.5%
-226.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.9% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | -7.8% | -3.2% | -4.6% | -6.0% |
| 3M | +5.3% | +9.1% | -3.8% | -1.7% |
| 6M | +42.6% | -1.8% | +44.4% | +42.7% |
| YTD | -2.8% | +1.8% | -4.6% | -5.3% |
| 1Y | -19.3% | +4.6% | -23.9% | -23.4% |
| 3Y | +231.0% | +101.6% | +129.3% | +101.8% |
| 5Y | -22.2% | +124.5% | -146.7% | -53.5% |
| All | -24.9% | +201.5% | -226.4% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling