+33,321.4%
HD vs ADM
+1,561.3%
+31,760.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +4.3% | -9.0% | +13.4% | +7.1% |
| 30D | +20.2% | -14.0% | +34.2% | +25.3% |
| 3M | -1.0% | -9.2% | +8.1% | +1.3% |
| 6M | +7.9% | -9.2% | +17.1% | +9.9% |
| YTD | +2.0% | +24.2% | -22.2% | -5.5% |
| 1Y | -4.3% | +27.0% | -31.3% | -12.0% |
| 3Y | +25.9% | +6.6% | +19.3% | +18.5% |
| 5Y | +5.8% | +25.0% | -19.1% | -6.7% |
| 10Y | +262.5% | +100.2% | +162.3% | +172.8% |
| All | +33,321.4% | +1,561.3% | +31,760.1% | +10,191.1% |
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