+90.0%
HST vs AFRM
-20.7%
+110.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.0% | +3.1% | -1.1% | +1.6% |
| 30D | -5.2% | -4.2% | -1.0% | -4.9% |
| 3M | -6.2% | +10.1% | -16.3% | -7.7% |
| 6M | +20.4% | +39.4% | -19.0% | +14.4% |
| YTD | +30.6% | -3.2% | +33.8% | +29.4% |
| 1Y | +37.4% | -16.1% | +53.4% | +37.5% |
| 3Y | +66.1% | +220.8% | -154.7% | +32.7% |
| 5Y | +73.7% | -17.7% | +91.4% | +35.7% |
| All | +90.0% | -20.7% | +110.7% | +42.8% |
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