+177.5%
HLT vs AFRM
-21.4%
+198.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -5.0% | -2.7% | -2.4% | -4.9% |
| 3M | -10.4% | +7.4% | -17.8% | -11.4% |
| 6M | +3.2% | +40.7% | -37.4% | -1.1% |
| YTD | +6.7% | -4.0% | +10.8% | +5.9% |
| 1Y | +10.3% | -12.2% | +22.5% | +9.8% |
| 3Y | +99.3% | +203.1% | -103.8% | +65.5% |
| 5Y | +143.7% | -42.2% | +185.9% | +98.4% |
| All | +177.5% | -21.4% | +198.9% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling