+131.1%
ADI vs HBM
+336.0%
-204.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | +0.7% |
| 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% | -10.1% |
| 6M | +14.0% | +15.8% | -1.8% | +8.3% |
| YTD | +34.4% | +34.4% | 0.0% | +22.1% |
| 1Y | +48.0% | +98.2% | -50.2% | +21.9% |
| 3Y | +113.3% | +476.6% | -363.3% | +31.0% |
| 5Y | +131.1% | +331.1% | -200.0% | +46.5% |
| All | +131.1% | +336.0% | -204.9% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling