+173.3%
HL vs AFRM
-25.2%
+198.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.7% | +4.6% |
| 7D | +13.8% | -7.5% | +21.4% | +15.1% |
| 30D | -9.7% | -15.7% | +6.0% | -7.4% |
| 3M | -8.5% | -9.6% | +1.1% | -7.2% |
| 6M | -17.2% | +6.3% | -23.4% | -17.7% |
| YTD | -19.6% | -8.6% | -11.0% | -19.1% |
| 1Y | +11.1% | -7.6% | +18.7% | +11.6% |
| 3Y | +299.7% | +173.7% | +126.0% | +228.5% |
| 5Y | +156.5% | -56.9% | +213.4% | +111.1% |
| All | +173.3% | -25.2% | +198.5% | +125.4% |
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