+31,139.8%
HD vs ADM
+1,908.9%
+29,230.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | +3.8% | -5.8% | -3.1% |
| 30D | -8.4% | +9.8% | -18.2% | -11.0% |
| 3M | +4.3% | +2.1% | +2.2% | +3.2% |
| 6M | -11.1% | +27.5% | -38.6% | -17.9% |
| YTD | -4.7% | +50.2% | -54.9% | -16.1% |
| 1Y | -19.8% | +40.6% | -60.4% | -28.3% |
| 3Y | +4.1% | +17.2% | -13.1% | -4.4% |
| 5Y | +10.3% | +61.9% | -51.6% | -9.6% |
| 10Y | +203.2% | +159.3% | +43.9% | +112.4% |
| All | +31,139.8% | +1,908.9% | +29,230.9% | +9,037.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling