+62.6%
ADM vs HIG
+122.5%
-60.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.3% |
| 30D | +11.0% | -4.9% | +15.9% | +13.2% |
| 3M | +6.0% | +6.8% | -0.8% | +2.8% |
| 6M | +26.9% | -1.7% | +28.6% | +27.0% |
| YTD | +50.0% | -0.2% | +50.2% | +48.9% |
| 1Y | +39.6% | +5.7% | +33.9% | +34.8% |
| 3Y | +18.5% | +100.3% | -81.8% | -18.5% |
| 5Y | +62.6% | +118.5% | -55.9% | +4.3% |
| All | +62.6% | +122.5% | -60.0% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling