+14.3%
HUM vs AFRM
-28.4%
+42.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +3.7% | -4.4% | +8.2% | +3.8% |
| 30D | +5.5% | -7.7% | +13.2% | +5.6% |
| 3M | +17.1% | -16.9% | +34.0% | +17.4% |
| 6M | +48.3% | +2.5% | +45.8% | +48.1% |
| YTD | +77.4% | -12.5% | +89.9% | +77.2% |
| 1Y | +92.6% | -11.0% | +103.6% | +92.3% |
| 3Y | -6.1% | +184.6% | -190.7% | -8.1% |
| 5Y | +6.2% | -56.3% | +62.5% | -0.2% |
| All | +14.3% | -28.4% | +42.7% | +10.3% |
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