+1,561.3%
ADM vs HAS
+4,652.9%
-3,091.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -9.0% | -0.2% | -8.9% | -9.0% |
| 30D | -14.0% | +31.0% | -45.0% | -18.7% |
| 3M | -9.2% | +30.7% | -39.8% | -14.1% |
| 6M | -9.2% | +23.9% | -33.1% | -13.5% |
| YTD | +24.2% | +48.3% | -24.1% | +13.6% |
| 1Y | +27.0% | +60.2% | -33.3% | +14.2% |
| 3Y | +6.6% | +189.2% | -182.6% | -16.5% |
| 5Y | +25.0% | +50.4% | -25.4% | +9.6% |
| 10Y | +100.2% | +104.2% | -3.9% | +57.6% |
| All | +1,561.3% | +4,652.9% | -3,091.6% | +612.3% |
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