+126.6%
ADM vs HDB
+63.5%
+63.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | +4.2% | +2.7% | +1.4% | +3.6% |
| 30D | -12.8% | +14.1% | -27.0% | -15.3% |
| 3M | -8.5% | +11.8% | -20.3% | -10.8% |
| 6M | -10.9% | +8.2% | -19.1% | -13.0% |
| YTD | +29.4% | -29.3% | +58.7% | +38.5% |
| 1Y | +27.5% | -28.8% | +56.3% | +36.3% |
| 3Y | +10.3% | -7.5% | +17.8% | +8.8% |
| 5Y | +27.4% | -23.1% | +50.4% | +29.6% |
| All | +126.6% | +63.5% | +63.1% | +99.1% |
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