-0.9%
DHR vs AFRM
-20.7%
+19.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | +0.2% | -4.2% | +4.4% | +0.6% |
| 3M | +12.1% | +10.1% | +1.9% | +10.7% |
| 6M | +5.4% | +39.4% | -34.0% | +1.5% |
| YTD | -10.0% | -3.2% | -6.8% | -10.5% |
| 1Y | +4.1% | -16.1% | +20.2% | +4.2% |
| 3Y | -5.2% | +220.8% | -226.0% | -21.3% |
| 5Y | -28.2% | -17.7% | -10.6% | -40.8% |
| All | -0.9% | -20.7% | +19.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling