-20.9%
AFRM vs HUBB
+147.2%
-168.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.8% |
| 7D | -7.0% | +0.5% | -7.5% | -7.3% |
| 30D | -7.8% | -10.0% | +2.2% | +2.4% |
| 3M | +5.3% | -4.8% | +10.1% | +8.1% |
| 6M | +42.6% | -5.6% | +48.2% | +43.5% |
| YTD | -2.8% | +4.7% | -7.5% | -14.8% |
| 1Y | -19.3% | +6.7% | -26.0% | -31.7% |
| 3Y | +231.0% | +45.8% | +185.2% | +85.9% |
| All | -20.9% | +147.2% | -168.2% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling