+961.0%
ADM vs HIG
+997.5%
-36.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -1.8% | +2.1% | -4.0% | -2.3% |
| 30D | -13.3% | +6.7% | -20.0% | -14.4% |
| 3M | -13.4% | -1.9% | -11.4% | -13.1% |
| 6M | -9.6% | +5.3% | -14.9% | -10.7% |
| YTD | +23.0% | +1.3% | +21.7% | +22.2% |
| 1Y | +27.4% | +7.2% | +20.2% | +25.2% |
| 3Y | +5.7% | +96.6% | -91.0% | -7.8% |
| 5Y | +22.1% | +110.0% | -87.9% | +5.0% |
| 10Y | +106.0% | +268.4% | -162.4% | +56.5% |
| All | +961.0% | +997.5% | -36.5% | +387.7% |
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 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