+1,054.6%
ADM vs HDB
+3,812.1%
-2,757.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.8% | +0.4% | +3.3% | +3.7% |
| 30D | +9.8% | -2.8% | +12.6% | +10.5% |
| 3M | +2.1% | -3.5% | +5.7% | +2.6% |
| 6M | +27.5% | -24.7% | +52.2% | +35.9% |
| YTD | +50.2% | -36.6% | +86.8% | +67.1% |
| 1Y | +40.6% | -34.4% | +75.0% | +55.0% |
| 3Y | +17.2% | -24.4% | +41.6% | +22.1% |
| 5Y | +61.9% | -35.4% | +97.2% | +72.5% |
| 10Y | +159.3% | +39.5% | +119.7% | +112.6% |
| All | +1,054.6% | +3,812.1% | -2,757.6% | +370.1% |
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 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