+105.3%
HAL vs ADM
+62.5%
+42.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +2.9% | +3.8% | -0.8% | +0.8% |
| 30D | +17.0% | +9.8% | +7.3% | +11.1% |
| 3M | -9.7% | +2.1% | -11.8% | -10.9% |
| 6M | +8.6% | +27.5% | -18.9% | -5.8% |
| YTD | +33.0% | +50.2% | -17.2% | +5.0% |
| 1Y | +68.3% | +40.6% | +27.7% | +36.9% |
| 3Y | +0.1% | +17.2% | -17.1% | -10.8% |
| All | +105.3% | +62.5% | +42.7% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling