+36.3%
HPQ vs AFRM
-25.1%
+61.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.1% |
| 7D | -1.1% | -7.3% | +6.2% | -0.3% |
| 30D | -11.7% | -9.6% | -2.2% | -10.9% |
| 3M | +2.0% | -11.1% | +13.0% | +2.9% |
| 6M | +35.9% | +3.9% | +32.0% | +33.8% |
| YTD | +32.7% | -8.5% | +41.2% | +31.7% |
| 1Y | +14.3% | +3.3% | +11.0% | +11.5% |
| 3Y | +17.8% | +213.7% | -195.9% | -4.2% |
| 5Y | +7.6% | -58.5% | +66.1% | -11.7% |
| All | +36.3% | -25.1% | +61.3% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling