+113.9%
HST vs AFRM
-23.4%
+137.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.8% | +2.2% | -4.7% |
| 7D | -4.2% | -6.9% | +2.8% | -3.3% |
| 30D | +9.6% | -7.0% | +16.5% | +10.4% |
| 3M | -1.1% | -11.2% | +10.1% | 0.0% |
| 6M | +21.1% | +4.3% | +16.8% | +19.4% |
| YTD | +47.1% | -6.4% | +53.5% | +45.9% |
| 1Y | +64.0% | -2.6% | +66.6% | +61.3% |
| 3Y | +77.1% | +210.6% | -133.4% | +42.6% |
| 5Y | +71.8% | -57.6% | +129.3% | +37.1% |
| All | +113.9% | -23.4% | +137.3% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling