+21.5%
ADM vs HIG
+101.4%
-79.9%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +2.3% |
| 7D | +1.4% | -0.5% | +1.8% | +1.5% |
| 30D | +8.2% | -2.8% | +11.0% | +9.0% |
| 3M | +8.7% | +6.3% | +2.4% | +6.6% |
| 6M | +29.1% | -0.1% | +29.2% | +28.7% |
| YTD | +53.7% | +0.4% | +53.2% | +52.7% |
| 1Y | +43.2% | +6.2% | +37.0% | +39.6% |
| All | +21.5% | +101.4% | -79.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling