+563.0%
HWM vs AFRM
-57.5%
+620.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +1.6% | -7.5% | +9.1% | +2.4% |
| 30D | -3.9% | -15.7% | +11.8% | -2.2% |
| 3M | -23.2% | -9.6% | -13.6% | -22.7% |
| 6M | -20.0% | +6.3% | -26.3% | -21.1% |
| YTD | +5.7% | -8.6% | +14.3% | +5.2% |
| 1Y | +4.9% | -7.6% | +12.5% | +4.0% |
| 3Y | +347.0% | +173.7% | +173.3% | +273.4% |
| 5Y | +563.0% | -56.9% | +619.9% | +470.3% |
| All | +563.0% | -57.5% | +620.5% | +470.3% |
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 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