+64.8%
HCA vs AFRM
-21.7%
+86.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | +3.1% | -5.9% | -3.0% |
| 30D | -2.7% | -4.2% | +1.5% | -2.6% |
| 3M | +11.5% | +10.1% | +1.4% | +10.7% |
| 6M | -24.3% | +39.4% | -63.7% | -26.0% |
| YTD | -13.6% | -3.2% | -10.4% | -14.0% |
| 1Y | -3.2% | -16.1% | +12.9% | -3.2% |
| 3Y | +50.4% | +220.8% | -170.4% | +31.4% |
| 5Y | +64.8% | -17.7% | +82.4% | +39.1% |
| All | +64.8% | -21.7% | +86.5% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling