-19.1%
HAL vs ADM
+100.2%
-119.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -7.9% | -7.8% | -0.1% | -2.1% |
| 30D | -2.1% | -12.6% | +10.5% | +8.2% |
| 3M | +0.4% | -8.2% | +8.7% | +6.4% |
| 6M | -19.2% | -8.9% | -10.3% | -14.5% |
| YTD | +14.4% | +24.0% | -9.6% | -6.4% |
| 1Y | +18.0% | +26.2% | -8.2% | -5.1% |
| 3Y | -9.7% | +7.0% | -16.7% | -23.8% |
| 5Y | +40.1% | +24.9% | +15.3% | -3.0% |
| 10Y | -19.1% | +102.6% | -121.8% | -66.3% |
| All | -19.1% | +100.2% | -119.3% | -66.3% |
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