+141.2%
ADI vs HD
+8.2%
+133.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.5% |
| 7D | +2.4% | -1.2% | +3.6% | +3.1% |
| 30D | -6.6% | -11.1% | +4.6% | -0.3% |
| 3M | -9.8% | +2.0% | -11.8% | -11.7% |
| 6M | +15.7% | -10.5% | +26.1% | +22.0% |
| YTD | +35.1% | -6.9% | +42.0% | +38.8% |
| 1Y | +47.7% | -23.2% | +70.9% | +70.1% |
| 3Y | +114.5% | +3.1% | +111.4% | +101.6% |
| 5Y | +141.2% | +7.4% | +133.9% | +116.4% |
| All | +141.2% | +8.2% | +133.0% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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