+162.4%
ADM vs HDB
+34.0%
+128.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.5% |
| 7D | -0.1% | -2.0% | +2.0% | +0.4% |
| 30D | +11.0% | -4.9% | +15.9% | +12.2% |
| 3M | +6.0% | -2.3% | +8.3% | +6.0% |
| 6M | +26.9% | -23.7% | +50.6% | +33.5% |
| YTD | +50.0% | -38.5% | +88.5% | +65.6% |
| 1Y | +39.6% | -36.5% | +76.1% | +52.9% |
| 3Y | +18.5% | -28.5% | +47.0% | +24.2% |
| 5Y | +62.6% | -37.4% | +99.9% | +73.8% |
| 10Y | +162.4% | +34.0% | +128.4% | +143.5% |
| All | +162.4% | +34.0% | +128.4% | +143.5% |
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