+6.2%
HD vs AFL
+133.0%
-126.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.8% | -2.1% | +0.3% | -1.1% |
| 30D | -10.8% | -5.4% | -5.4% | -9.2% |
| 3M | -2.7% | -0.3% | -2.4% | -2.8% |
| 6M | -10.3% | +5.2% | -15.5% | -12.2% |
| YTD | -7.8% | +5.7% | -13.5% | -10.1% |
| 1Y | -23.1% | +10.2% | -33.4% | -26.2% |
| 3Y | +2.0% | +63.4% | -61.4% | -17.4% |
| 5Y | +6.2% | +133.0% | -126.8% | -26.0% |
| All | +6.2% | +133.0% | -126.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling