+3.1%
HD vs AFL
+64.2%
-61.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -1.9% |
| 7D | -1.2% | -0.7% | -0.4% | -1.0% |
| 30D | -11.1% | -7.1% | -4.0% | -9.6% |
| 3M | +2.0% | +0.4% | +1.6% | +1.7% |
| 6M | -10.5% | +4.5% | -15.0% | -11.8% |
| YTD | -6.9% | +6.1% | -12.9% | -8.7% |
| 1Y | -23.2% | +10.6% | -33.7% | -25.6% |
| 3Y | +3.1% | +64.0% | -60.9% | -14.1% |
| All | +3.1% | +64.2% | -61.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling