+21.3%
ADM vs HIG
+12.7%
+8.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.1% |
| 7D | -8.3% | +6.2% | -14.5% | -8.8% |
| 30D | -14.1% | +9.4% | -23.5% | -14.7% |
| 3M | -10.7% | -2.3% | -8.4% | -10.8% |
| 6M | -5.9% | +4.2% | -10.1% | -6.3% |
| YTD | +25.8% | +1.6% | +24.2% | +26.0% |
| 1Y | +21.3% | +9.9% | +11.4% | +16.3% |
| All | +21.3% | +12.7% | +8.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling