+1,906.3%
ADM vs HRB
+3,134.5%
-1,228.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.3% | +1.3% |
| 7D | -0.1% | -9.1% | +9.0% | +2.0% |
| 30D | +11.0% | +0.3% | +10.8% | +10.3% |
| 3M | +6.0% | +23.4% | -17.4% | 0.0% |
| 6M | +26.9% | +45.1% | -18.2% | +14.0% |
| YTD | +50.0% | +8.9% | +41.1% | +43.3% |
| 1Y | +39.6% | -7.9% | +47.5% | +38.4% |
| 3Y | +18.5% | +27.9% | -9.4% | +6.9% |
| 5Y | +62.6% | +108.3% | -45.8% | +27.4% |
| 10Y | +162.4% | +208.4% | -46.0% | +75.4% |
| All | +1,906.3% | +3,134.5% | -1,228.2% | +469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling