+886.3%
ADI vs HLT
+643.8%
+242.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +2.6% | -1.5% | +4.1% | +3.4% |
| 30D | -4.6% | -1.2% | -3.4% | -4.1% |
| 3M | -9.5% | -10.3% | +0.8% | -4.5% |
| 6M | +14.8% | +1.3% | +13.6% | +13.3% |
| YTD | +35.8% | +7.0% | +28.8% | +29.9% |
| 1Y | +48.9% | +11.9% | +37.1% | +38.6% |
| 3Y | +115.6% | +100.7% | +14.9% | +49.3% |
| 5Y | +135.1% | +147.5% | -12.4% | +44.2% |
| 10Y | +636.4% | +586.5% | +49.9% | +173.0% |
| All | +886.3% | +643.8% | +242.5% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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