+587.5%
ADI vs HWM
+1,166.3%
-578.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -12.8% | +3.4% | -16.2% | -13.8% |
| 30D | -11.3% | -7.5% | -3.8% | -9.0% |
| 3M | -3.4% | -28.9% | +25.5% | +8.1% |
| 6M | -12.0% | -19.6% | +7.6% | -6.1% |
| YTD | +35.3% | +0.6% | +34.6% | +32.7% |
| 1Y | +58.1% | +0.3% | +57.7% | +55.1% |
| 3Y | +127.4% | +326.1% | -198.8% | +31.7% |
| 5Y | +114.6% | +525.2% | -410.6% | +8.7% |
| 10Y | +589.3% | +1,492.9% | -903.5% | +164.7% |
| All | +587.5% | +1,166.3% | -578.8% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling