+30.6%
HD vs ADM
+8.2%
+22.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +18.5% | -14.7% | +33.2% | +20.5% |
| 3M | +2.2% | -10.4% | +12.6% | +3.2% |
| 6M | +13.8% | -10.9% | +24.8% | +15.0% |
| YTD | +3.4% | +26.0% | -22.6% | -1.7% |
| 1Y | -3.5% | +26.5% | -30.0% | -8.3% |
| All | +30.6% | +8.2% | +22.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling