+82.3%
HST vs AFRM
-56.8%
+139.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +3.6% | -4.4% | +8.0% | +4.2% |
| 30D | +11.2% | -7.7% | +18.9% | +12.4% |
| 3M | +13.1% | -16.9% | +30.0% | +15.7% |
| 6M | +23.9% | +2.5% | +21.4% | +22.2% |
| YTD | +52.3% | -12.5% | +64.8% | +52.3% |
| 1Y | +56.7% | -11.0% | +67.7% | +55.8% |
| 3Y | +87.5% | +184.6% | -97.1% | +44.8% |
| All | +82.3% | -56.8% | +139.1% | +58.4% |
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