-24.9%
AFRM vs HRB
+265.0%
-289.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.4% |
| 7D | -7.0% | -5.7% | -1.3% | -5.2% |
| 30D | -7.8% | +7.9% | -15.7% | -10.5% |
| 3M | +5.3% | +32.1% | -26.8% | -5.3% |
| 6M | +42.6% | +62.2% | -19.6% | +17.3% |
| YTD | -2.8% | +16.4% | -19.2% | -9.5% |
| 1Y | -19.3% | -0.3% | -19.0% | -21.2% |
| 3Y | +231.0% | +36.0% | +194.9% | +169.8% |
| 5Y | -22.2% | +125.2% | -147.4% | -38.2% |
| All | -24.9% | +265.0% | -289.9% | -36.8% |
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