+0.8%
HUM vs AFRM
-22.6%
+23.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.7% |
| 7D | -0.2% | -8.0% | +7.8% | -0.1% |
| 30D | +3.7% | -9.8% | +13.5% | +3.9% |
| 3M | +10.4% | +4.7% | +5.7% | +10.2% |
| 6M | +125.7% | +34.1% | +91.6% | +123.8% |
| YTD | +57.3% | -8.4% | +65.8% | +57.1% |
| 1Y | +48.6% | -22.9% | +71.6% | +48.7% |
| 3Y | -11.3% | +203.3% | -214.6% | -14.6% |
| 5Y | +0.8% | -26.0% | +26.8% | -3.6% |
| All | +0.8% | -22.6% | +23.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling