+536.9%
HWM vs AFRM
-58.9%
+595.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.7% | +2.7% |
| 7D | +3.3% | -7.3% | +10.6% | +4.1% |
| 30D | -7.6% | -9.6% | +2.0% | -6.7% |
| 3M | -28.9% | -11.1% | -17.9% | -28.3% |
| 6M | -19.7% | +3.9% | -23.5% | -20.6% |
| YTD | +0.5% | -8.5% | +9.0% | 0.0% |
| 1Y | +0.3% | +3.3% | -3.0% | -1.9% |
| 3Y | +325.8% | +213.7% | +112.1% | +250.5% |
| All | +536.9% | -58.9% | +595.8% | +447.2% |
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