+205.5%
HD vs ADM
+159.1%
+46.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | +3.8% | -5.8% | -3.2% |
| 30D | -8.4% | +9.8% | -18.2% | -11.2% |
| 3M | +4.3% | +2.1% | +2.2% | +3.1% |
| 6M | -11.1% | +27.5% | -38.6% | -18.9% |
| YTD | -4.7% | +50.2% | -54.9% | -17.9% |
| 1Y | -19.8% | +40.6% | -60.4% | -29.6% |
| 3Y | +4.1% | +17.2% | -13.1% | -4.6% |
| 5Y | +10.3% | +61.9% | -51.6% | -16.4% |
| All | +205.5% | +159.1% | +46.4% | +72.5% |
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