-29.4%
AFRM vs HUBB
+181.8%
-211.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.7% |
| 7D | -7.5% | +1.8% | -9.3% | -9.4% |
| 30D | -15.7% | -6.9% | -8.8% | -11.0% |
| 3M | -9.6% | -13.8% | +4.2% | +2.3% |
| 6M | +6.3% | -9.8% | +16.1% | +12.3% |
| YTD | -8.6% | +0.3% | -8.9% | -16.9% |
| 1Y | -7.6% | -3.3% | -4.2% | -12.7% |
| 3Y | +173.7% | +61.0% | +112.6% | +44.3% |
| 5Y | -56.9% | +128.5% | -185.4% | -85.8% |
| All | -29.4% | +181.8% | -211.2% | -76.6% |
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