+120.9%
ADM vs USHY
+48.0%
+72.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.9% |
| 7D | +4.2% | -0.4% | +4.6% | +4.7% |
| 30D | -12.8% | +0.6% | -13.4% | -13.5% |
| 3M | -8.5% | -2.0% | -6.5% | -6.2% |
| 6M | -10.9% | -0.5% | -10.4% | -10.5% |
| YTD | +29.4% | +0.6% | +28.8% | +28.0% |
| 1Y | +27.5% | +2.1% | +25.4% | +23.8% |
| 3Y | +10.3% | +25.3% | -15.0% | -17.5% |
| 5Y | +27.4% | +19.7% | +7.6% | +2.6% |
| All | +120.9% | +48.0% | +72.9% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling