-29.3%
AFRM vs HUBB
+174.1%
-203.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -4.6% |
| 7D | -7.3% | +1.7% | -9.0% | -9.0% |
| 30D | -9.6% | -9.7% | +0.1% | -1.7% |
| 3M | -11.1% | -15.2% | +4.1% | +2.0% |
| 6M | +3.9% | -14.0% | +17.8% | +14.9% |
| YTD | -8.5% | -2.4% | -6.0% | -14.6% |
| 1Y | +3.3% | -5.8% | +9.1% | -0.1% |
| 3Y | +213.7% | +60.4% | +153.3% | +65.6% |
| 5Y | -58.5% | +125.4% | -183.9% | -86.0% |
| All | -29.3% | +174.1% | -203.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling