+256.9%
HL vs AFL
+303.3%
-46.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -4.4% | -1.6% | -2.7% | -3.6% |
| 30D | +9.3% | -4.0% | +13.3% | +11.0% |
| 3M | +32.0% | -0.5% | +32.5% | +31.1% |
| 6M | -6.4% | +6.5% | -13.0% | -10.7% |
| YTD | +3.1% | +6.2% | -3.0% | -2.0% |
| 1Y | +77.6% | +8.3% | +69.3% | +66.5% |
| 3Y | +392.8% | +62.5% | +330.3% | +264.2% |
| 5Y | +234.1% | +136.2% | +97.9% | +99.6% |
| All | +256.9% | +303.3% | -46.3% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling