+14.2%
HON vs AFRM
-20.7%
+34.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | -15.2% | -4.2% | -11.0% | -15.0% |
| 3M | -6.0% | +10.1% | -16.1% | -6.8% |
| 6M | -14.9% | +39.4% | -54.3% | -17.2% |
| YTD | +3.2% | -3.2% | +6.3% | +2.6% |
| 1Y | 0.0% | -16.1% | +16.1% | +0.1% |
| 3Y | +21.5% | +220.8% | -199.3% | +7.6% |
| 5Y | +4.0% | -17.7% | +21.7% | -9.1% |
| All | +14.2% | -20.7% | +34.9% | -1.3% |
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