+73.7%
HAL vs AFRM
-28.4%
+102.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.2% |
| 7D | +6.1% | -4.4% | +10.5% | +6.4% |
| 30D | +2.9% | -7.7% | +10.6% | +3.4% |
| 3M | +3.3% | -16.9% | +20.2% | +4.5% |
| 6M | -16.9% | +2.5% | -19.4% | -17.7% |
| YTD | +21.2% | -12.5% | +33.7% | +20.9% |
| 1Y | +27.5% | -11.0% | +38.6% | +26.9% |
| 3Y | -6.4% | +184.6% | -191.0% | -17.5% |
| 5Y | +58.0% | -56.3% | +114.3% | +35.4% |
| All | +73.7% | -28.4% | +102.1% | +45.8% |
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