+697.5%
HWM vs AFRM
-28.4%
+725.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +7.3% | -4.4% | +11.7% | +7.7% |
| 30D | +1.6% | -7.7% | +9.2% | +2.3% |
| 3M | -21.9% | -16.9% | -5.0% | -20.7% |
| 6M | -19.0% | +2.5% | -21.5% | -19.7% |
| YTD | +7.9% | -12.5% | +20.5% | +7.9% |
| 1Y | +9.9% | -11.0% | +21.0% | +9.6% |
| 3Y | +342.1% | +184.6% | +157.6% | +280.6% |
| 5Y | +600.8% | -56.3% | +657.1% | +499.4% |
| All | +697.5% | -28.4% | +725.9% | +578.6% |
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 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