+640.7%
ADI vs HWM
+1,503.5%
-862.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +13.4% | +11.1% | +2.2% | +9.3% |
| 30D | -1.3% | +3.0% | -4.3% | -2.4% |
| 3M | +6.8% | -20.7% | +27.5% | +15.2% |
| 6M | -1.9% | -17.2% | +15.3% | +3.9% |
| YTD | +52.3% | +9.1% | +43.2% | +45.3% |
| 1Y | +71.6% | +9.0% | +62.6% | +63.6% |
| 3Y | +148.9% | +353.8% | -205.0% | +40.6% |
| 5Y | +140.8% | +608.0% | -467.3% | +16.5% |
| All | +640.7% | +1,503.5% | -862.9% | +172.3% |
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