+35.2%
HD vs AFRM
-20.4%
+55.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +1.2% |
| 7D | -2.1% | -7.0% | +4.9% | -1.4% |
| 30D | -8.4% | -7.8% | -0.6% | -7.8% |
| 3M | +4.3% | +5.3% | -1.0% | +3.7% |
| 6M | -11.1% | +42.6% | -53.8% | -14.3% |
| YTD | -4.7% | -2.8% | -1.9% | -5.3% |
| 1Y | -19.8% | -19.3% | -0.5% | -19.4% |
| 3Y | +4.1% | +231.0% | -226.9% | -12.6% |
| 5Y | +10.3% | -22.2% | +32.6% | -9.2% |
| All | +35.2% | -20.4% | +55.6% | +10.1% |
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