-39.9%
HUBS vs AFRM
-20.7%
-19.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -4.3% | +3.1% | -7.3% | -5.1% |
| 30D | +14.2% | -4.2% | +18.5% | +15.7% |
| 3M | +15.5% | +10.1% | +5.4% | +12.2% |
| 6M | -18.9% | +39.4% | -58.4% | -26.2% |
| YTD | -40.1% | -3.2% | -36.9% | -40.4% |
| 1Y | -51.8% | -16.1% | -35.7% | -50.7% |
| 3Y | -55.2% | +220.8% | -276.0% | -72.4% |
| 5Y | -64.7% | -17.7% | -47.0% | -76.0% |
| All | -39.9% | -20.7% | -19.2% | -62.6% |
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