+634.9%
HLT vs AFL
+372.9%
+262.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -1.6% | -1.6% | 0.0% | -0.7% |
| 30D | -5.0% | -4.0% | -1.0% | -2.9% |
| 3M | -10.4% | -0.5% | -9.9% | -10.5% |
| 6M | +3.2% | +6.5% | -3.3% | -1.0% |
| YTD | +6.7% | +6.2% | +0.6% | +2.3% |
| 1Y | +10.3% | +8.3% | +2.0% | +4.4% |
| 3Y | +99.3% | +62.5% | +36.8% | +45.2% |
| 5Y | +143.7% | +136.2% | +7.5% | +40.0% |
| 10Y | +584.7% | +301.4% | +283.3% | +175.2% |
| All | +634.9% | +372.9% | +262.0% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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