-29.4%
AFRM vs HRB
+279.3%
-308.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.9% |
| 7D | -7.5% | -2.4% | -5.1% | -6.8% |
| 30D | -15.7% | +15.7% | -31.4% | -19.6% |
| 3M | -9.6% | +11.4% | -21.0% | -13.4% |
| 6M | +6.3% | +40.7% | -34.4% | -7.0% |
| YTD | -8.6% | +21.0% | -29.6% | -16.3% |
| 1Y | -7.6% | +7.2% | -14.8% | -11.7% |
| 3Y | +173.7% | +29.2% | +144.5% | +128.0% |
| 5Y | -56.9% | +142.3% | -199.2% | -65.8% |
| All | -29.4% | +279.3% | -308.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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