+1,908.9%
ADM vs HAS
+3,598.5%
-1,689.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.8% | -1.8% | +5.6% | +4.1% |
| 30D | +9.8% | +2.3% | +7.5% | +9.2% |
| 3M | +2.1% | +10.4% | -8.2% | -0.1% |
| 6M | +27.5% | -3.2% | +30.7% | +27.5% |
| YTD | +50.2% | +15.4% | +34.8% | +44.7% |
| 1Y | +40.6% | +18.8% | +21.8% | +34.4% |
| 3Y | +17.2% | +43.9% | -26.7% | +5.6% |
| 5Y | +61.9% | +13.9% | +48.0% | +50.3% |
| 10Y | +159.3% | +56.4% | +102.9% | +115.5% |
| All | +1,908.9% | +3,598.5% | -1,689.6% | +807.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling