+31,139.8%
HD vs AFL
+18,874.7%
+12,265.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -2.1% | +0.6% | -2.6% | -2.3% |
| 30D | -8.4% | -6.2% | -2.2% | -6.5% |
| 3M | +4.3% | +2.2% | +2.2% | +3.4% |
| 6M | -11.1% | +5.3% | -16.4% | -12.9% |
| YTD | -4.7% | +8.0% | -12.6% | -7.5% |
| 1Y | -19.8% | +10.2% | -30.0% | -22.8% |
| 3Y | +4.1% | +67.1% | -63.0% | -13.9% |
| 5Y | +10.3% | +135.6% | -125.3% | -19.3% |
| 10Y | +203.2% | +299.4% | -96.2% | +80.3% |
| All | +31,139.8% | +18,874.7% | +12,265.1% | +3,979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling