+149.4%
HL vs AFRM
-58.9%
+208.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.4% |
| 7D | +8.9% | -7.3% | +16.2% | +10.4% |
| 30D | -10.1% | -9.6% | -0.5% | -8.4% |
| 3M | -7.0% | -11.1% | +4.0% | -5.3% |
| 6M | -18.8% | +3.9% | -22.6% | -19.2% |
| YTD | -23.1% | -8.5% | -14.7% | -22.6% |
| 1Y | +8.9% | +3.3% | +5.6% | +7.6% |
| 3Y | +255.0% | +213.7% | +41.3% | +172.8% |
| All | +149.4% | -58.9% | +208.3% | +124.5% |
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