+13.4%
HUM vs AFRM
-25.4%
+38.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.8% |
| 7D | +6.9% | -10.3% | +17.2% | +7.1% |
| 30D | +3.2% | -13.7% | +16.9% | +3.4% |
| 3M | +20.0% | -11.6% | +31.5% | +20.1% |
| 6M | +63.5% | +2.1% | +61.4% | +63.3% |
| YTD | +75.9% | -8.9% | +84.8% | +75.7% |
| 1Y | +85.7% | -9.7% | +95.4% | +85.4% |
| 3Y | -6.1% | +202.5% | -208.6% | -8.2% |
| 5Y | +5.1% | -55.3% | +60.4% | -1.4% |
| All | +13.4% | -25.4% | +38.8% | +9.3% |
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 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