+741.5%
HWM vs AFRM
-23.1%
+764.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.2% |
| 7D | -2.1% | -7.0% | +4.9% | -1.4% |
| 30D | -11.0% | -7.8% | -3.2% | -10.4% |
| 3M | +4.0% | +5.3% | -1.3% | +3.1% |
| 6M | -0.2% | +42.6% | -42.9% | -4.5% |
| YTD | +26.7% | -2.8% | +29.4% | +25.6% |
| 1Y | +44.7% | -19.3% | +64.0% | +45.5% |
| 3Y | +426.1% | +231.0% | +195.1% | +337.8% |
| All | +741.5% | -23.1% | +764.5% | +589.2% |
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