+47.4%
HD vs AFRM
-23.4%
+70.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.8% |
| 7D | +6.4% | -6.9% | +13.3% | +7.1% |
| 30D | +22.1% | -7.0% | +29.0% | +22.8% |
| 3M | -0.2% | -11.2% | +11.1% | +0.7% |
| 6M | +12.6% | +4.3% | +8.3% | +11.7% |
| YTD | +3.9% | -6.4% | +10.3% | +3.5% |
| 1Y | -3.7% | -2.6% | -1.1% | -4.7% |
| 3Y | +27.9% | +210.6% | -182.7% | +8.3% |
| 5Y | +7.8% | -57.6% | +65.4% | -10.4% |
| All | +47.4% | -23.4% | +70.7% | +20.3% |
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