+43.2%
ADM vs HRB
-9.2%
+52.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.4% |
| 7D | +1.4% | -10.6% | +12.0% | +1.0% |
| 30D | +8.2% | -0.8% | +9.0% | +8.1% |
| 3M | +8.7% | +19.1% | -10.3% | +8.8% |
| 6M | +29.1% | +48.7% | -19.6% | +29.8% |
| YTD | +53.7% | +7.1% | +46.6% | +58.6% |
| 1Y | +43.2% | -8.3% | +51.6% | +46.6% |
| All | +43.2% | -9.2% | +52.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling