-17.7%
AFRM vs USHY
+21.9%
-39.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.2% |
| 7D | +3.1% | 0.0% | +3.0% | +2.9% |
| 30D | -4.2% | 0.0% | -4.2% | -3.9% |
| 3M | +10.1% | +1.2% | +9.0% | +3.0% |
| 6M | +39.4% | +2.6% | +36.8% | +19.9% |
| YTD | -3.2% | +2.4% | -5.6% | -15.7% |
| 1Y | -16.1% | +4.2% | -20.3% | -34.2% |
| 3Y | +220.8% | +28.0% | +192.8% | -23.6% |
| 5Y | -17.7% | +21.8% | -39.5% | -46.9% |
| All | -17.7% | +21.9% | -39.5% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling