+57.4%
HL vs ADM
+1,906.3%
-1,848.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | +21.4% | +11.0% | +10.4% | +17.2% |
| 3M | +37.4% | +6.0% | +31.4% | +34.2% |
| 6M | +0.4% | +26.9% | -26.5% | -7.7% |
| YTD | +6.7% | +50.0% | -43.3% | -7.0% |
| 1Y | +102.4% | +39.6% | +62.8% | +80.1% |
| 3Y | +417.4% | +18.5% | +398.9% | +373.5% |
| 5Y | +243.3% | +62.6% | +180.8% | +185.7% |
| 10Y | +242.6% | +162.4% | +80.1% | +146.7% |
| All | +57.4% | +1,906.3% | -1,848.9% | +22.3% |
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 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