+6.7%
HD vs ADM
+26.4%
-19.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | +1.5% | +4.2% | -2.7% | +0.9% |
| 30D | +18.0% | -12.8% | +30.8% | +20.5% |
| 3M | +2.8% | -8.5% | +11.3% | +4.0% |
| 6M | +17.0% | -10.9% | +27.9% | +18.7% |
| YTD | +3.5% | +29.4% | -25.9% | -2.7% |
| 1Y | -2.6% | +27.5% | -30.1% | -8.2% |
| 3Y | +30.7% | +10.3% | +20.4% | +24.9% |
| All | +6.7% | +26.4% | -19.7% | -0.3% |
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 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