+590.4%
ADI vs HWM
+1,330.2%
-739.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +2.6% | -8.0% | +10.7% | +5.4% |
| 30D | -4.6% | -18.0% | +13.4% | +1.7% |
| 3M | -9.5% | -9.5% | 0.0% | -6.9% |
| 6M | +14.8% | -8.4% | +23.2% | +17.2% |
| YTD | +35.8% | +13.6% | +22.2% | +27.9% |
| 1Y | +48.9% | +30.2% | +18.7% | +33.3% |
| 3Y | +115.6% | +392.2% | -276.7% | +18.8% |
| 5Y | +135.1% | +645.2% | -510.1% | +12.2% |
| All | +590.4% | +1,330.2% | -739.9% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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