+21.5%
ADM vs USHY
+27.6%
-6.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | +8.2% | 0.0% | +8.3% | +8.2% |
| 3M | +8.7% | +0.8% | +7.9% | +7.6% |
| 6M | +29.1% | +1.9% | +27.2% | +26.2% |
| YTD | +53.7% | +2.3% | +51.4% | +49.6% |
| 1Y | +43.2% | +4.1% | +39.1% | +36.3% |
| All | +21.5% | +27.6% | -6.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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