+67.5%
HST vs AFRM
+232.3%
-164.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | -1.0% | -7.0% | +5.9% | -0.1% |
| 30D | -12.3% | -7.8% | -4.5% | -11.4% |
| 3M | -6.4% | +5.3% | -11.7% | -7.6% |
| 6M | +15.0% | +42.6% | -27.6% | +7.9% |
| YTD | +30.5% | -2.8% | +33.3% | +28.8% |
| 1Y | +35.7% | -19.3% | +55.0% | +36.5% |
| All | +67.5% | +232.3% | -164.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling