+1.8%
HUM vs AFRM
-20.4%
+22.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | +4.2% | -7.0% | +11.1% | +4.2% |
| 30D | +10.4% | -7.8% | +18.2% | +10.5% |
| 3M | +15.1% | +5.3% | +9.7% | +14.9% |
| 6M | +120.9% | +42.6% | +78.3% | +119.4% |
| YTD | +57.9% | -2.8% | +60.7% | +57.6% |
| 1Y | +30.6% | -19.3% | +49.9% | +30.5% |
| 3Y | -9.6% | +231.0% | -240.6% | -11.7% |
| 5Y | +1.6% | -22.2% | +23.8% | -2.4% |
| All | +1.8% | -20.4% | +22.2% | -1.9% |
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