-26.0%
AFRM vs HRB
+104.8%
-130.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.9% |
| 7D | -8.0% | -10.6% | +2.6% | -4.4% |
| 30D | -9.8% | -0.8% | -9.0% | -10.3% |
| 3M | +4.7% | +19.1% | -14.4% | -3.9% |
| 6M | +34.1% | +48.7% | -14.6% | +10.0% |
| YTD | -8.4% | +7.1% | -15.5% | -13.1% |
| 1Y | -22.9% | -8.3% | -14.6% | -22.4% |
| 3Y | +203.3% | +25.8% | +177.5% | +138.7% |
| 5Y | -26.0% | +111.1% | -137.1% | -52.6% |
| All | -26.0% | +104.8% | -130.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling