+261.2%
HL vs ADM
+178.5%
+82.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | -5.6% | +3.0% | -8.6% | -7.0% |
| 30D | +12.7% | +8.7% | +4.0% | +7.9% |
| 3M | +42.5% | +7.6% | +34.9% | +36.4% |
| 6M | -9.0% | +26.9% | -35.9% | -20.3% |
| YTD | +4.4% | +54.3% | -49.9% | -17.2% |
| 1Y | +82.7% | +45.7% | +37.0% | +48.6% |
| 3Y | +406.3% | +21.9% | +384.4% | +336.8% |
| 5Y | +238.2% | +67.2% | +171.0% | +140.9% |
| All | +261.2% | +178.5% | +82.8% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling