+26.3%
ADM vs HDB
-24.7%
+51.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -9.0% | +13.3% | -22.4% | -10.0% |
| 30D | -14.0% | +13.6% | -27.5% | -15.0% |
| 3M | -9.2% | +5.8% | -14.9% | -9.7% |
| 6M | -9.2% | -1.9% | -7.2% | -9.1% |
| YTD | +24.2% | -31.2% | +55.4% | +29.9% |
| 1Y | +27.0% | -29.6% | +56.5% | +32.3% |
| 3Y | +6.6% | -10.1% | +16.7% | +6.3% |
| All | +26.3% | -24.7% | +51.1% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling