+383.5%
HPE vs AFRM
-27.6%
+411.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.2% |
| 7D | +13.6% | -5.5% | +19.1% | +14.3% |
| 30D | -27.1% | -15.5% | -11.6% | -25.7% |
| 3M | -14.5% | -10.3% | -4.2% | -13.6% |
| 6M | +66.9% | +0.6% | +66.3% | +65.9% |
| YTD | +111.3% | -11.5% | +122.9% | +111.6% |
| 1Y | +117.5% | -16.6% | +134.1% | +118.9% |
| 3Y | +238.1% | +193.5% | +44.5% | +193.3% |
| 5Y | +292.4% | -55.8% | +348.2% | +233.8% |
| All | +383.5% | -27.6% | +411.1% | +308.4% |
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