+102.6%
ADM vs HDB
+61.5%
+41.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -7.8% | +13.7% | -21.5% | -10.3% |
| 30D | -12.6% | +15.8% | -28.4% | -15.3% |
| 3M | -8.2% | +9.2% | -17.5% | -10.1% |
| 6M | -8.9% | +3.2% | -12.1% | -10.1% |
| YTD | +24.0% | -29.4% | +53.4% | +32.8% |
| 1Y | +26.2% | -27.9% | +54.1% | +34.4% |
| 3Y | +7.0% | -5.9% | +12.9% | +5.0% |
| 5Y | +24.9% | -23.5% | +48.4% | +27.2% |
| 10Y | +102.6% | +61.3% | +41.3% | +77.7% |
| All | +102.6% | +61.5% | +41.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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