-19.3%
AFRM vs USHY
+4.6%
-23.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.4% |
| 7D | -7.0% | -0.1% | -6.8% | -6.0% |
| 30D | -7.8% | +0.1% | -7.9% | -8.2% |
| 3M | +5.3% | +0.8% | +4.5% | +0.4% |
| 6M | +42.6% | +1.7% | +40.9% | +30.6% |
| YTD | -2.8% | +2.5% | -5.3% | -16.3% |
| 1Y | -19.3% | +4.4% | -23.7% | -39.3% |
| All | -19.3% | +4.6% | -23.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling