+854.8%
ADM vs HDB
+4,142.9%
-3,288.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -9.0% | +13.3% | -22.4% | -12.0% |
| 30D | -14.0% | +13.6% | -27.5% | -16.9% |
| 3M | -9.2% | +5.8% | -14.9% | -10.8% |
| 6M | -9.2% | -1.9% | -7.2% | -9.6% |
| YTD | +24.2% | -31.2% | +55.4% | +34.8% |
| 1Y | +27.0% | -29.6% | +56.5% | +36.9% |
| 3Y | +6.6% | -10.1% | +16.7% | +5.8% |
| 5Y | +25.0% | -24.3% | +49.3% | +27.3% |
| 10Y | +100.2% | +59.3% | +41.0% | +58.0% |
| All | +854.8% | +4,142.9% | -3,288.1% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling