+161.4%
HL vs AFRM
-25.1%
+186.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.3% |
| 7D | +8.9% | -7.3% | +16.2% | +10.2% |
| 30D | -10.1% | -9.6% | -0.5% | -8.7% |
| 3M | -7.0% | -11.1% | +4.0% | -5.5% |
| 6M | -18.8% | +3.9% | -22.6% | -19.1% |
| YTD | -23.1% | -8.5% | -14.7% | -22.6% |
| 1Y | +8.9% | +3.3% | +5.6% | +7.9% |
| 3Y | +255.0% | +213.7% | +41.3% | +186.9% |
| 5Y | +151.5% | -58.5% | +210.0% | +107.1% |
| All | +161.4% | -25.1% | +186.5% | +115.6% |
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