+298.1%
ADM vs HBM
+470.7%
-172.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -11.8% | -14.8% | +3.0% | -10.0% |
| 3M | -11.3% | -20.7% | +9.4% | -8.9% |
| 6M | -10.0% | -13.9% | +3.9% | -9.7% |
| YTD | +25.9% | +10.6% | +15.3% | +20.1% |
| 1Y | +26.7% | +32.4% | -5.7% | +17.2% |
| 3Y | +8.1% | +432.0% | -423.9% | -22.8% |
| 5Y | +23.5% | +205.5% | -182.0% | -7.6% |
| 10Y | +128.2% | +291.1% | -162.9% | +41.2% |
| All | +298.1% | +470.7% | -172.6% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling