+85.4%
HST vs AFRM
-58.9%
+144.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -1.0% |
| 7D | -1.3% | -10.3% | +9.0% | +0.3% |
| 30D | +13.4% | -13.7% | +27.1% | +15.7% |
| 3M | +16.7% | -11.6% | +28.3% | +18.2% |
| 6M | +24.0% | +2.1% | +21.9% | +22.3% |
| YTD | +54.0% | -8.9% | +62.8% | +53.0% |
| 1Y | +55.0% | -9.7% | +64.8% | +53.8% |
| 3Y | +89.3% | +202.5% | -113.1% | +44.9% |
| 5Y | +85.4% | -55.3% | +140.7% | +60.4% |
| All | +85.4% | -58.9% | +144.4% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling