+634.9%
HLT vs ADM
+199.2%
+435.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.6% | +2.5% | -4.1% | -2.4% |
| 30D | -5.0% | +9.5% | -14.5% | -8.0% |
| 3M | -10.4% | +10.6% | -21.0% | -13.9% |
| 6M | +3.2% | +24.0% | -20.8% | -5.2% |
| YTD | +6.7% | +54.0% | -47.2% | -9.6% |
| 1Y | +10.3% | +45.3% | -35.0% | -5.0% |
| 3Y | +99.3% | +21.8% | +77.6% | +78.1% |
| 5Y | +143.7% | +66.8% | +76.9% | +83.2% |
| 10Y | +584.7% | +177.1% | +407.6% | +297.1% |
| All | +634.9% | +199.2% | +435.7% | +301.0% |
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