+835.7%
HWM vs AFRM
-20.4%
+856.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.2% |
| 7D | -2.1% | -7.0% | +4.9% | -1.5% |
| 30D | -11.0% | -7.8% | -3.2% | -10.4% |
| 3M | +4.0% | +5.3% | -1.3% | +3.2% |
| 6M | -0.2% | +42.6% | -42.9% | -4.2% |
| YTD | +26.7% | -2.8% | +29.4% | +25.6% |
| 1Y | +44.7% | -19.3% | +64.0% | +45.4% |
| 3Y | +426.1% | +231.0% | +195.1% | +345.0% |
| 5Y | +738.5% | -22.2% | +760.8% | +599.9% |
| All | +835.7% | -20.4% | +856.1% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling