+189.1%
AFRM vs USHY
+27.6%
+161.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -4.0% |
| 7D | -8.0% | -0.1% | -7.9% | -7.0% |
| 30D | -9.8% | 0.0% | -9.7% | -9.2% |
| 3M | +4.7% | +0.8% | +3.8% | -0.6% |
| 6M | +34.1% | +1.9% | +32.2% | +19.2% |
| YTD | -8.4% | +2.3% | -10.7% | -20.6% |
| 1Y | -22.9% | +4.1% | -27.1% | -41.2% |
| All | +189.1% | +27.6% | +161.5% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling