+112.8%
HL vs ADM
+26.4%
+86.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.9% |
| 7D | -11.1% | +4.2% | -15.3% | -12.5% |
| 30D | -12.1% | -12.8% | +0.8% | -7.5% |
| 3M | -26.1% | -8.5% | -17.6% | -24.0% |
| 6M | -37.7% | -10.9% | -26.8% | -35.5% |
| YTD | -31.7% | +29.4% | -61.1% | -39.9% |
| 1Y | -11.6% | +27.5% | -39.2% | -21.7% |
| 3Y | +249.6% | +10.3% | +239.3% | +222.2% |
| All | +112.8% | +26.4% | +86.4% | +108.5% |
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