-31.6%
AFRM vs HSY
+34.1%
-65.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.1% |
| 7D | -8.4% | +3.8% | -12.2% | -8.3% |
| 30D | -18.3% | +6.9% | -25.2% | -18.1% |
| 3M | -12.7% | -4.1% | -8.6% | -12.8% |
| 6M | +3.0% | -5.0% | +8.0% | +2.7% |
| YTD | -11.4% | -2.3% | -9.1% | -11.8% |
| 1Y | -13.3% | +6.1% | -19.4% | -13.7% |
| 3Y | +194.0% | -0.7% | +194.7% | +190.4% |
| 5Y | -50.6% | +9.9% | -60.5% | -42.1% |
| All | -31.6% | +34.1% | -65.7% | -9.3% |
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