+121.6%
HST vs AFRM
-27.6%
+149.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | +3.6% | -5.5% | +9.1% | +4.3% |
| 30D | +9.9% | -15.5% | +25.4% | +12.1% |
| 3M | +12.9% | -10.3% | +23.2% | +14.0% |
| 6M | +22.9% | +0.6% | +22.2% | +21.7% |
| YTD | +52.4% | -11.5% | +63.9% | +52.2% |
| 1Y | +52.5% | -16.6% | +69.1% | +53.1% |
| 3Y | +87.4% | +193.5% | -106.1% | +52.2% |
| 5Y | +82.9% | -55.8% | +138.7% | +46.7% |
| All | +121.6% | -27.6% | +149.2% | +68.0% |
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