-29.3%
AFRM vs HRB
+292.0%
-321.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.9% |
| 7D | -7.3% | +2.7% | -10.0% | -8.0% |
| 30D | -9.6% | +22.1% | -31.6% | -15.2% |
| 3M | -11.1% | +15.7% | -26.8% | -15.8% |
| 6M | +3.9% | +83.3% | -79.5% | -18.1% |
| YTD | -8.5% | +25.0% | -33.5% | -17.0% |
| 1Y | +3.3% | +6.9% | -3.7% | -1.1% |
| 3Y | +213.7% | +39.0% | +174.7% | +154.0% |
| 5Y | -58.5% | +146.4% | -204.9% | -67.6% |
| All | -29.3% | +292.0% | -321.3% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling