+249.3%
HL vs ADM
+67.1%
+182.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.2% |
| 30D | +18.8% | +8.2% | +10.6% | +14.8% |
| 3M | +43.7% | +8.7% | +35.0% | +38.0% |
| 6M | -1.0% | +29.1% | -30.1% | -12.0% |
| YTD | +8.7% | +53.7% | -44.9% | -10.3% |
| 1Y | +105.0% | +43.2% | +61.8% | +73.8% |
| 3Y | +427.3% | +21.4% | +405.9% | +378.3% |
| 5Y | +249.3% | +67.1% | +182.2% | +197.3% |
| All | +249.3% | +67.1% | +182.2% | +197.3% |
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