+243.3%
HL vs AFRM
-21.7%
+265.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +7.1% | +3.1% | +4.0% | +6.6% |
| 30D | +21.4% | -4.2% | +25.7% | +22.2% |
| 3M | +37.4% | +10.1% | +27.3% | +35.6% |
| 6M | +0.4% | +39.4% | -39.0% | -4.3% |
| YTD | +6.7% | -3.2% | +9.8% | +6.5% |
| 1Y | +102.4% | -16.1% | +118.4% | +104.3% |
| 3Y | +417.4% | +220.8% | +196.6% | +305.6% |
| 5Y | +243.3% | -17.7% | +261.0% | +168.0% |
| All | +243.3% | -21.7% | +265.1% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling