-43.7%
HUBS vs AFRM
-21.4%
-22.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.6% |
| 7D | -9.0% | -1.3% | -7.7% | -8.7% |
| 30D | +7.2% | -2.7% | +9.9% | +8.1% |
| 3M | +20.9% | +7.4% | +13.4% | +18.2% |
| 6M | -13.0% | +40.7% | -53.7% | -21.1% |
| YTD | -43.8% | -4.0% | -39.8% | -44.0% |
| 1Y | -54.6% | -12.2% | -42.4% | -54.1% |
| 3Y | -58.5% | +203.1% | -261.6% | -74.0% |
| 5Y | -66.4% | -42.2% | -24.2% | -76.5% |
| All | -43.7% | -21.4% | -22.3% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling