+705.8%
HWM vs AFRM
-27.6%
+733.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.1% |
| 7D | +11.1% | -5.5% | +16.6% | +11.7% |
| 30D | +3.0% | -15.5% | +18.4% | +4.5% |
| 3M | -20.7% | -10.3% | -10.4% | -20.2% |
| 6M | -17.2% | +0.6% | -17.8% | -17.8% |
| YTD | +9.1% | -11.5% | +20.6% | +8.9% |
| 1Y | +9.0% | -16.6% | +25.6% | +9.3% |
| 3Y | +353.8% | +193.5% | +160.3% | +289.6% |
| 5Y | +608.0% | -55.8% | +663.9% | +505.0% |
| All | +705.8% | -27.6% | +733.3% | +584.9% |
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 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