+6.6%
ADM vs HST
+77.0%
-70.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -9.0% | -2.7% | -6.3% | -8.6% |
| 30D | -14.0% | +10.7% | -24.7% | -16.1% |
| 3M | -9.2% | +6.3% | -15.4% | -10.6% |
| 6M | -9.2% | +19.0% | -28.1% | -13.6% |
| YTD | +24.2% | +47.0% | -22.8% | +10.5% |
| 1Y | +27.0% | +53.4% | -26.5% | +11.4% |
| 3Y | +6.6% | +78.0% | -71.4% | -13.7% |
| All | +6.6% | +77.0% | -70.4% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling