+176.6%
ADM vs HRB
+205.6%
-29.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.7% |
| 7D | +1.4% | -10.6% | +12.0% | +3.6% |
| 30D | +8.2% | -0.8% | +9.0% | +7.8% |
| 3M | +8.7% | +19.1% | -10.3% | +3.8% |
| 6M | +29.1% | +48.7% | -19.6% | +16.3% |
| YTD | +53.7% | +7.1% | +46.6% | +48.7% |
| 1Y | +43.2% | -8.3% | +51.6% | +43.5% |
| 3Y | +21.4% | +25.8% | -4.4% | +10.4% |
| 5Y | +67.1% | +111.1% | -44.0% | +29.9% |
| 10Y | +176.6% | +206.6% | -30.0% | +87.8% |
| All | +176.6% | +205.6% | -29.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling