+12.4%
HON vs AFRM
-25.0%
+37.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.2% |
| 7D | -0.6% | -8.0% | +7.5% | 0.0% |
| 30D | -15.4% | -9.8% | -5.6% | -14.9% |
| 3M | -9.1% | +4.7% | -13.8% | -9.6% |
| 6M | -17.1% | +34.1% | -51.2% | -19.0% |
| YTD | +1.5% | -8.4% | +10.0% | +1.4% |
| 1Y | -1.3% | -22.9% | +21.6% | -0.7% |
| 3Y | +19.5% | +203.3% | -183.7% | +6.3% |
| 5Y | +3.1% | -26.0% | +29.0% | -9.6% |
| All | +12.4% | -25.0% | +37.4% | -2.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling