+1,195.4%
ADM vs HIG
+1,002.1%
+193.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +9.8% | -3.2% | +13.0% | +10.4% |
| 3M | +2.1% | +9.1% | -7.0% | +0.3% |
| 6M | +27.5% | -1.8% | +29.3% | +27.6% |
| YTD | +50.2% | +1.8% | +48.4% | +49.2% |
| 1Y | +40.6% | +4.6% | +36.0% | +38.8% |
| 3Y | +17.2% | +101.6% | -84.4% | +1.8% |
| 5Y | +61.9% | +124.5% | -62.6% | +37.7% |
| 10Y | +159.3% | +317.8% | -158.5% | +92.9% |
| All | +1,195.4% | +1,002.1% | +193.4% | +495.4% |
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