+266.8%
HL vs AFRM
-20.4%
+287.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.1% |
| 7D | +1.5% | -7.0% | +8.4% | +2.5% |
| 30D | +25.1% | -7.8% | +32.9% | +26.4% |
| 3M | +22.9% | +5.3% | +17.6% | +22.2% |
| 6M | -4.9% | +42.6% | -47.6% | -9.3% |
| YTD | +7.8% | -2.8% | +10.6% | +7.6% |
| 1Y | +133.9% | -19.3% | +153.2% | +137.1% |
| 3Y | +380.9% | +231.0% | +149.9% | +283.7% |
| 5Y | +230.2% | -22.2% | +252.5% | +162.5% |
| All | +266.8% | -20.4% | +287.2% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling