+125.2%
HST vs AFRM
-27.4%
+152.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +3.0% |
| 7D | +0.6% | -8.4% | +8.9% | +1.7% |
| 30D | +14.5% | -18.3% | +32.8% | +17.2% |
| 3M | +15.4% | -12.7% | +28.1% | +16.9% |
| 6M | +22.0% | +3.0% | +19.0% | +20.5% |
| YTD | +54.9% | -11.4% | +66.2% | +54.7% |
| 1Y | +54.0% | -13.3% | +67.3% | +53.8% |
| 3Y | +90.4% | +194.0% | -103.6% | +54.6% |
| 5Y | +84.2% | -50.6% | +134.8% | +47.4% |
| All | +125.2% | -27.4% | +152.6% | +70.7% |
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