+102.6%
ADM vs HST
+144.9%
-42.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.9% |
| 7D | -7.8% | -1.1% | -6.7% | -7.6% |
| 30D | -12.6% | +11.6% | -24.2% | -15.4% |
| 3M | -8.2% | +9.5% | -17.8% | -10.9% |
| 6M | -8.9% | +18.9% | -27.8% | -13.9% |
| YTD | +24.0% | +51.0% | -27.0% | +8.8% |
| 1Y | +26.2% | +53.0% | -26.8% | +10.2% |
| 3Y | +7.0% | +87.5% | -80.5% | -13.3% |
| 5Y | +24.9% | +76.7% | -51.8% | -0.1% |
| 10Y | +102.6% | +137.9% | -35.2% | +43.7% |
| All | +102.6% | +144.9% | -42.2% | +43.7% |
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