+149.0%
HCA vs AFRM
-20.4%
+169.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.9% |
| 7D | -3.1% | -7.0% | +3.9% | -2.8% |
| 30D | -1.1% | -7.8% | +6.7% | -0.8% |
| 3M | +12.2% | +5.3% | +6.8% | +11.6% |
| 6M | -25.3% | +42.6% | -68.0% | -27.0% |
| YTD | -12.9% | -2.8% | -10.2% | -13.4% |
| 1Y | -0.9% | -19.3% | +18.4% | -0.8% |
| 3Y | +47.6% | +231.0% | -183.3% | +31.2% |
| 5Y | +67.0% | -22.2% | +89.2% | +44.4% |
| All | +149.0% | -20.4% | +169.4% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling