+55.1%
HPQ vs AFRM
-25.0%
+80.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.5% | +10.4% | +5.5% |
| 7D | +2.2% | -8.0% | +10.3% | +3.1% |
| 30D | +9.7% | -9.8% | +19.5% | +10.9% |
| 3M | +32.7% | +4.7% | +28.1% | +31.3% |
| 6M | +77.7% | +34.1% | +43.6% | +69.7% |
| YTD | +51.0% | -8.4% | +59.4% | +50.3% |
| 1Y | +18.4% | -22.9% | +41.3% | +19.6% |
| 3Y | +25.6% | +203.3% | -177.7% | +2.1% |
| 5Y | +38.6% | -26.0% | +64.6% | +10.6% |
| All | +55.1% | -25.0% | +80.1% | +22.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling