+18.5%
ADM vs HBM
+522.1%
-503.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.5% |
| 7D | -0.1% | +7.4% | -7.4% | -0.5% |
| 30D | +11.0% | +5.1% | +6.0% | +10.5% |
| 3M | +6.0% | +11.1% | -5.1% | +4.9% |
| 6M | +26.9% | +30.2% | -3.3% | +23.2% |
| YTD | +50.0% | +46.2% | +3.8% | +43.5% |
| 1Y | +39.6% | +120.0% | -80.5% | +27.8% |
| 3Y | +18.5% | +527.4% | -508.9% | -11.2% |
| All | +18.5% | +522.1% | -503.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling