+36.7%
HBAN vs AFRM
-28.4%
+65.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +2.3% | -4.4% | +6.7% | +2.8% |
| 30D | +4.8% | -7.7% | +12.4% | +5.7% |
| 3M | -10.1% | -16.9% | +6.8% | -8.5% |
| 6M | +5.0% | +2.5% | +2.5% | +3.9% |
| YTD | -6.1% | -12.5% | +6.4% | -6.0% |
| 1Y | +4.6% | -11.0% | +15.6% | +4.3% |
| 3Y | +74.9% | +184.6% | -109.6% | +48.7% |
| 5Y | +21.4% | -56.3% | +77.7% | -0.5% |
| All | +36.7% | -28.4% | +65.1% | +10.5% |
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