+128.2%
ADM vs HST
+143.8%
-15.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | -11.8% | +13.4% | -25.2% | -15.1% |
| 3M | -11.3% | +16.7% | -28.0% | -15.4% |
| 6M | -10.0% | +24.0% | -34.0% | -16.0% |
| YTD | +25.9% | +54.0% | -28.1% | +9.8% |
| 1Y | +26.7% | +55.0% | -28.4% | +10.1% |
| 3Y | +8.1% | +89.3% | -81.2% | -12.7% |
| 5Y | +23.5% | +85.4% | -61.9% | -2.7% |
| 10Y | +128.2% | +137.1% | -8.9% | +57.6% |
| All | +128.2% | +143.8% | -15.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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