-29.6%
AFRM vs HSY
+36.0%
-65.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.9% |
| 7D | -10.3% | +1.1% | -11.4% | -10.2% |
| 30D | -13.7% | +7.7% | -21.4% | -13.5% |
| 3M | -11.6% | -2.3% | -9.3% | -11.7% |
| 6M | +2.1% | -5.3% | +7.4% | +1.7% |
| YTD | -8.9% | -0.9% | -8.0% | -9.2% |
| 1Y | -9.7% | +5.2% | -14.9% | -10.1% |
| 3Y | +202.5% | +0.7% | +201.7% | +198.8% |
| 5Y | -55.3% | +12.2% | -67.5% | -47.5% |
| All | -29.6% | +36.0% | -65.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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