+82.9%
HST vs AFL
+151.4%
-68.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +9.9% | +8.6% | +1.3% | +5.4% |
| 3M | +12.9% | +5.3% | +7.6% | +9.8% |
| 6M | +22.9% | +10.0% | +12.8% | +16.5% |
| YTD | +52.4% | +16.5% | +35.9% | +39.7% |
| 1Y | +52.5% | +12.7% | +39.8% | +42.4% |
| 3Y | +87.4% | +65.5% | +22.0% | +35.5% |
| 5Y | +82.9% | +148.5% | -65.5% | -13.5% |
| All | +82.9% | +151.4% | -68.5% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling