+55.0%
HST vs AFRM
-11.9%
+67.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -0.9% |
| 7D | -1.3% | -10.3% | +9.0% | +0.1% |
| 30D | +13.4% | -13.7% | +27.1% | +15.3% |
| 3M | +16.7% | -11.6% | +28.3% | +18.1% |
| 6M | +24.0% | +2.1% | +21.9% | +22.6% |
| YTD | +54.0% | -8.9% | +62.8% | +48.5% |
| 1Y | +55.0% | -9.7% | +64.8% | +53.2% |
| All | +55.0% | -11.9% | +67.0% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling