-58.3%
AFRM vs HRB
+145.8%
-204.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.7% |
| 7D | -7.3% | +2.7% | -10.0% | -8.2% |
| 30D | -9.6% | +22.1% | -31.6% | -16.4% |
| 3M | -11.1% | +15.7% | -26.8% | -16.9% |
| 6M | +3.9% | +83.3% | -79.5% | -22.6% |
| YTD | -8.5% | +25.0% | -33.5% | -18.4% |
| 1Y | +3.3% | +6.9% | -3.7% | -1.2% |
| 3Y | +213.7% | +39.0% | +174.7% | +133.8% |
| All | -58.3% | +145.8% | -204.1% | -74.5% |
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