+120.6%
ADM vs HRB
+226.2%
-105.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.7% | -7.8% | +8.5% | +2.3% |
| 30D | -14.7% | +15.7% | -30.4% | -17.3% |
| 3M | -10.4% | -5.5% | -4.9% | -9.8% |
| 6M | -10.9% | +41.1% | -52.1% | -18.3% |
| YTD | +26.0% | +20.4% | +5.6% | +18.7% |
| 1Y | +26.5% | +15.2% | +11.2% | +20.4% |
| 3Y | +8.2% | +24.3% | -16.1% | -0.9% |
| 5Y | +24.0% | +144.7% | -120.7% | -7.2% |
| All | +120.6% | +226.2% | -105.6% | +47.3% |
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