-58.3%
AFRM vs HSY
+14.9%
-73.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -7.3% | +7.5% | -14.8% | -7.2% |
| 30D | -9.6% | +11.1% | -20.6% | -9.4% |
| 3M | -11.1% | -1.9% | -9.1% | -11.1% |
| 6M | +3.9% | -3.0% | +6.8% | +3.6% |
| YTD | -8.5% | 0.0% | -8.5% | -9.0% |
| 1Y | +3.3% | +9.4% | -6.2% | +2.5% |
| 3Y | +213.7% | +3.8% | +210.0% | +208.7% |
| All | -58.3% | +14.9% | -73.2% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling