+616.7%
ADI vs HBM
+622.7%
-6.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | +0.6% |
| 7D | +1.3% | -3.7% | +5.1% | +2.1% |
| 30D | -6.0% | -3.7% | -2.3% | -5.4% |
| 3M | -7.7% | +8.0% | -15.7% | -9.9% |
| 6M | +14.0% | +15.8% | -1.8% | +8.6% |
| YTD | +34.4% | +34.4% | 0.0% | +22.7% |
| 1Y | +48.0% | +98.2% | -50.2% | +23.1% |
| 3Y | +113.3% | +476.6% | -363.3% | +34.8% |
| 5Y | +131.1% | +331.1% | -200.0% | +47.3% |
| All | +616.7% | +622.7% | -6.0% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling