+139.3%
HOOD vs AFRM
+10.6%
+128.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.6% | -7.5% | +6.9% | +2.5% |
| 30D | -23.6% | -15.7% | -7.9% | -18.3% |
| 3M | -10.7% | -9.6% | -1.1% | -7.5% |
| 6M | +8.2% | +6.3% | +1.9% | +5.0% |
| YTD | -26.3% | -8.6% | -17.7% | -25.0% |
| 1Y | -36.1% | -7.6% | -28.5% | -35.2% |
| 3Y | +950.7% | +173.7% | +777.0% | +564.6% |
| 5Y | +127.0% | -56.9% | +183.9% | +59.2% |
| All | +139.3% | +10.6% | +128.7% | +51.4% |
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