+44.3%
HBAN vs AFRM
-21.4%
+65.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -5.6% | -2.7% | -2.9% | -5.4% |
| 3M | -1.1% | +7.4% | -8.6% | -2.3% |
| 6M | +9.9% | +40.7% | -30.8% | +4.7% |
| YTD | -0.9% | -4.0% | +3.1% | -1.7% |
| 1Y | -1.4% | -12.2% | +10.9% | -1.6% |
| 3Y | +78.2% | +203.1% | -124.9% | +49.7% |
| 5Y | +37.0% | -42.2% | +79.3% | +11.1% |
| All | +44.3% | -21.4% | +65.7% | +15.7% |
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