+5.8%
HD vs ADM
+24.5%
-18.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +4.3% | -9.0% | +13.4% | +5.9% |
| 30D | +20.2% | -14.0% | +34.2% | +23.0% |
| 3M | -1.0% | -9.2% | +8.1% | +0.2% |
| 6M | +7.9% | -9.2% | +17.1% | +8.9% |
| YTD | +2.0% | +24.2% | -22.2% | -3.5% |
| 1Y | -4.3% | +27.0% | -31.3% | -9.9% |
| 3Y | +25.9% | +6.6% | +19.3% | +20.9% |
| All | +5.8% | +24.5% | -18.7% | -0.7% |
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