+269.8%
HL vs AFRM
-25.0%
+294.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +2.7% |
| 7D | +0.4% | -8.0% | +8.4% | +1.5% |
| 30D | +18.8% | -9.8% | +28.6% | +20.5% |
| 3M | +43.7% | +4.7% | +39.1% | +42.9% |
| 6M | -1.0% | +34.1% | -35.2% | -4.9% |
| YTD | +8.7% | -8.4% | +17.2% | +9.4% |
| 1Y | +105.0% | -22.9% | +127.9% | +109.1% |
| 3Y | +427.3% | +203.3% | +224.0% | +325.3% |
| 5Y | +249.3% | -26.0% | +275.3% | +179.7% |
| All | +269.8% | -25.0% | +294.8% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling