+344.9%
AHR vs USFR
+12.1%
+332.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.9% |
| 30D | -3.1% | +0.3% | -3.3% | -5.6% |
| 3M | +15.7% | +1.0% | +14.7% | +5.6% |
| 6M | +4.1% | +1.9% | +2.1% | -12.4% |
| YTD | +15.4% | +2.7% | +12.8% | -9.0% |
| 1Y | +28.0% | +4.0% | +24.0% | -11.5% |
| All | +344.9% | +12.1% | +332.8% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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