+155.0%
HPE vs AFL
+9.8%
+145.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +12.5% |
| 7D | +19.4% | -1.6% | +21.1% | +19.1% |
| 30D | +5.6% | -4.0% | +9.6% | +5.1% |
| 3M | +33.1% | -0.5% | +33.6% | +31.5% |
| 6M | +192.5% | +6.5% | +185.9% | +183.2% |
| YTD | +160.9% | +6.2% | +154.7% | +152.2% |
| 1Y | +155.0% | +8.3% | +146.7% | +152.8% |
| All | +155.0% | +9.8% | +145.2% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling