+1.6%
HUM vs AFRM
-25.2%
+26.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -8.5% | +7.1% | -1.3% |
| 30D | +7.5% | -11.4% | +18.8% | +7.6% |
| 3M | +10.2% | +8.2% | +2.0% | +10.0% |
| 6M | +132.5% | +36.6% | +95.9% | +131.1% |
| YTD | +57.6% | -8.7% | +66.3% | +57.4% |
| 1Y | +48.6% | -19.9% | +68.5% | +48.5% |
| 3Y | -11.2% | +202.6% | -213.7% | -13.1% |
| 5Y | +4.8% | -45.0% | +49.8% | -0.8% |
| All | +1.6% | -25.2% | +26.8% | -2.0% |
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