+0.8%
HL vs ADM
+1,630.9%
-1,630.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.7% |
| 7D | -11.1% | +4.2% | -15.3% | -12.3% |
| 30D | -12.1% | -12.8% | +0.8% | -8.3% |
| 3M | -26.1% | -8.5% | -17.6% | -24.4% |
| 6M | -37.7% | -10.9% | -26.8% | -35.9% |
| YTD | -31.7% | +29.4% | -61.1% | -37.8% |
| 1Y | -11.6% | +27.5% | -39.2% | -19.1% |
| 3Y | +249.6% | +10.3% | +239.3% | +226.2% |
| 5Y | +108.5% | +27.4% | +81.2% | +86.8% |
| 10Y | +127.0% | +134.6% | -7.6% | +68.8% |
| All | +0.8% | +1,630.9% | -1,630.1% | -18.2% |
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