+1,908.9%
ADM vs HST
+1,330.6%
+578.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.8% | -1.0% | +4.8% | +4.0% |
| 30D | +9.8% | -12.3% | +22.0% | +12.9% |
| 3M | +2.1% | -6.4% | +8.5% | +3.4% |
| 6M | +27.5% | +15.0% | +12.5% | +22.8% |
| YTD | +50.2% | +30.5% | +19.7% | +40.4% |
| 1Y | +40.6% | +35.7% | +4.9% | +30.0% |
| 3Y | +17.2% | +68.4% | -51.1% | +2.2% |
| 5Y | +61.9% | +73.1% | -11.2% | +37.5% |
| 10Y | +159.3% | +92.7% | +66.5% | +105.1% |
| All | +1,908.9% | +1,330.6% | +578.3% | +726.9% |
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