+182.0%
HLT vs AFRM
-20.4%
+202.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.7% |
| 7D | -3.3% | -7.0% | +3.6% | -2.6% |
| 30D | -4.1% | -7.8% | +3.7% | -3.4% |
| 3M | -7.9% | +5.3% | -13.2% | -8.8% |
| 6M | +2.2% | +42.6% | -40.5% | -2.3% |
| YTD | +8.5% | -2.8% | +11.3% | +7.6% |
| 1Y | +12.1% | -19.3% | +31.4% | +12.7% |
| 3Y | +107.6% | +231.0% | -123.4% | +70.9% |
| 5Y | +156.4% | -22.2% | +178.6% | +107.3% |
| All | +182.0% | -20.4% | +202.4% | +122.2% |
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