+34,084.3%
HD vs AFL
+20,477.3%
+13,606.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | +20.9% | +9.7% | +11.2% | +17.3% |
| 3M | -0.2% | +5.5% | -5.7% | -2.0% |
| 6M | +14.5% | +11.2% | +3.3% | +10.3% |
| YTD | +4.3% | +17.1% | -12.8% | -1.4% |
| 1Y | -3.5% | +14.0% | -17.5% | -8.0% |
| 3Y | +30.1% | +66.3% | -36.1% | +7.9% |
| 5Y | +8.5% | +152.7% | -144.2% | -22.4% |
| 10Y | +245.3% | +341.3% | -96.1% | +98.8% |
| All | +34,084.3% | +20,477.3% | +13,606.9% | +4,247.3% |
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