+102.6%
ADM vs HAS
+106.1%
-3.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -7.8% | +2.2% | -10.0% | -8.2% |
| 30D | -12.6% | +29.6% | -42.2% | -17.3% |
| 3M | -8.2% | +30.3% | -38.5% | -13.4% |
| 6M | -8.9% | +25.6% | -34.5% | -13.7% |
| YTD | +24.0% | +50.8% | -26.8% | +12.4% |
| 1Y | +26.2% | +63.0% | -36.9% | +12.3% |
| 3Y | +7.0% | +211.6% | -204.6% | -19.5% |
| 5Y | +24.9% | +50.4% | -25.5% | +9.7% |
| 10Y | +102.6% | +101.9% | +0.8% | +56.6% |
| All | +102.6% | +106.1% | -3.4% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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