+1,570.6%
HST vs AFL
+20,380.2%
-18,809.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +12.9% | +5.3% | +7.6% | +9.5% |
| 6M | +22.9% | +10.0% | +12.8% | +16.1% |
| YTD | +52.4% | +16.5% | +35.9% | +39.3% |
| 1Y | +52.5% | +12.7% | +39.8% | +41.9% |
| 3Y | +87.4% | +65.5% | +22.0% | +38.8% |
| 5Y | +82.9% | +148.5% | -65.5% | +8.6% |
| 10Y | +134.8% | +339.2% | -204.5% | +4.1% |
| All | +1,570.6% | +20,380.2% | -18,809.5% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling