+1.2%
HAL vs ADM
+158.6%
-157.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +0.5% | -0.1% | +0.5% | +0.5% |
| 30D | +15.9% | +11.0% | +4.9% | +6.7% |
| 3M | -8.7% | +6.0% | -14.7% | -13.1% |
| 6M | +9.0% | +26.9% | -17.9% | -10.9% |
| YTD | +32.0% | +50.0% | -18.0% | -5.9% |
| 1Y | +72.5% | +39.6% | +32.9% | +28.7% |
| 3Y | -4.5% | +18.5% | -23.1% | -23.5% |
| 5Y | +109.7% | +62.6% | +47.1% | +17.6% |
| 10Y | +1.2% | +162.4% | -161.2% | -64.2% |
| All | +1.2% | +158.6% | -157.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling