+113.8%
HST vs AFRM
-25.1%
+138.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -2.7% | -7.3% | +4.6% | -1.8% |
| 30D | +10.7% | -9.6% | +20.3% | +12.0% |
| 3M | +6.3% | -11.1% | +17.3% | +7.4% |
| 6M | +19.0% | +3.9% | +15.1% | +17.4% |
| YTD | +47.0% | -8.5% | +55.5% | +46.3% |
| 1Y | +53.4% | +3.3% | +50.2% | +50.0% |
| 3Y | +78.0% | +213.7% | -135.7% | +43.1% |
| 5Y | +71.7% | -58.5% | +130.2% | +37.4% |
| All | +113.8% | -25.1% | +138.9% | +61.4% |
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