+438.7%
HPE vs AFRM
-20.7%
+459.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.8% |
| 7D | +10.1% | +3.1% | +7.1% | +9.8% |
| 30D | +5.3% | -4.2% | +9.5% | +5.6% |
| 3M | +12.7% | +10.1% | +2.6% | +11.2% |
| 6M | +167.7% | +39.4% | +128.2% | +156.2% |
| YTD | +135.5% | -3.2% | +138.6% | +133.8% |
| 1Y | +143.4% | -16.1% | +159.5% | +144.4% |
| 3Y | +249.2% | +220.8% | +28.4% | +198.6% |
| 5Y | +343.8% | -17.7% | +361.5% | +268.7% |
| All | +438.7% | -20.7% | +459.4% | +351.2% |
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 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