+1,016.2%
ADM vs HIG
+995.0%
+21.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +4.2% | +2.6% | +1.6% | +3.7% |
| 30D | -12.8% | +4.2% | -17.0% | -13.6% |
| 3M | -8.5% | +0.2% | -8.7% | -8.6% |
| 6M | -10.9% | +4.6% | -15.5% | -11.9% |
| YTD | +29.4% | +1.1% | +28.3% | +28.6% |
| 1Y | +27.5% | +4.7% | +22.9% | +25.9% |
| 3Y | +10.3% | +95.5% | -85.1% | -3.6% |
| 5Y | +27.4% | +111.7% | -84.3% | +9.4% |
| 10Y | +134.6% | +263.4% | -128.8% | +78.6% |
| All | +1,016.2% | +995.0% | +21.2% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling