+1,545.4%
ADM vs HST
+1,597.5%
-52.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.4% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -13.3% | +14.5% | -27.7% | -16.0% |
| 3M | -13.4% | +15.4% | -28.8% | -16.3% |
| 6M | -9.6% | +22.0% | -31.6% | -14.1% |
| YTD | +23.0% | +54.9% | -31.8% | +10.5% |
| 1Y | +27.4% | +54.0% | -26.6% | +14.4% |
| 3Y | +5.7% | +90.4% | -84.8% | -10.5% |
| 5Y | +22.1% | +84.2% | -62.2% | +2.1% |
| 10Y | +106.0% | +144.6% | -38.6% | +54.4% |
| All | +1,545.4% | +1,597.5% | -52.1% | +550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling