+122.4%
HST vs AFL
+339.8%
-217.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.7% |
| 7D | +3.6% | +2.9% | +0.7% | +1.6% |
| 30D | +11.2% | +8.0% | +3.3% | +5.3% |
| 3M | +13.1% | +5.9% | +7.2% | +8.2% |
| 6M | +23.9% | +11.6% | +12.3% | +13.8% |
| YTD | +52.3% | +17.5% | +34.8% | +34.1% |
| 1Y | +56.7% | +13.3% | +43.4% | +41.7% |
| 3Y | +87.5% | +67.0% | +20.5% | +22.1% |
| 5Y | +82.8% | +150.6% | -67.8% | -15.2% |
| All | +122.4% | +339.8% | -217.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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