-29.3%
AFRM vs HUBB
+190.3%
-219.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.3% | -3.4% |
| 7D | -8.0% | +1.1% | -9.1% | -8.9% |
| 30D | -9.8% | -9.6% | -0.2% | -0.8% |
| 3M | +4.7% | -6.2% | +10.9% | +8.9% |
| 6M | +34.1% | -6.2% | +40.3% | +36.5% |
| YTD | -8.4% | +3.4% | -11.8% | -17.7% |
| 1Y | -22.9% | +5.3% | -28.2% | -32.9% |
| 3Y | +203.3% | +44.4% | +158.9% | +85.5% |
| 5Y | -26.0% | +152.4% | -178.3% | -76.3% |
| All | -29.3% | +190.3% | -219.6% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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