+625.0%
HWM vs AFRM
-23.4%
+648.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.8% | +1.9% | -5.2% |
| 7D | -2.4% | -6.9% | +4.5% | -1.8% |
| 30D | -13.3% | -7.0% | -6.3% | -12.8% |
| 3M | -31.0% | -11.2% | -19.8% | -30.5% |
| 6M | -17.1% | +4.3% | -21.4% | -18.0% |
| YTD | -1.9% | -6.4% | +4.5% | -2.5% |
| 1Y | -2.4% | -2.6% | +0.2% | -3.7% |
| 3Y | +322.2% | +210.6% | +111.6% | +260.0% |
| 5Y | +509.8% | -57.6% | +567.4% | +419.4% |
| All | +625.0% | -23.4% | +648.4% | +513.1% |
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