+53.6%
HPQ vs AFRM
-25.0%
+78.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.5% | +9.4% | +4.5% |
| 7D | +1.3% | -8.0% | +9.3% | +2.2% |
| 30D | +8.7% | -9.8% | +18.5% | +9.8% |
| 3M | +31.5% | +4.7% | +26.8% | +30.1% |
| 6M | +76.0% | +34.1% | +41.9% | +68.0% |
| YTD | +49.5% | -8.4% | +58.0% | +48.8% |
| 1Y | +17.3% | -22.9% | +40.2% | +18.4% |
| 3Y | +24.4% | +203.3% | -178.9% | +1.1% |
| 5Y | +37.3% | -26.0% | +63.3% | +9.5% |
| All | +53.6% | -25.0% | +78.6% | +21.3% |
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