+105.0%
HL vs AFRM
-20.8%
+125.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +3.4% |
| 7D | +0.4% | -8.0% | +8.4% | +2.7% |
| 30D | +18.8% | -9.8% | +28.6% | +22.0% |
| 3M | +43.7% | +4.7% | +39.1% | +42.7% |
| 6M | -1.0% | +34.1% | -35.2% | -5.5% |
| YTD | +8.7% | -8.4% | +17.2% | +8.4% |
| 1Y | +105.0% | -22.9% | +127.9% | +100.9% |
| All | +105.0% | -20.8% | +125.8% | +100.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling