+388.5%
HPE vs ADM
+127.5%
+260.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +13.6% | +0.7% | +12.9% | +13.2% |
| 30D | -27.1% | -14.7% | -12.4% | -22.0% |
| 3M | -14.5% | -10.4% | -4.0% | -10.9% |
| 6M | +66.9% | -10.9% | +77.9% | +73.7% |
| YTD | +111.3% | +26.0% | +85.3% | +86.6% |
| 1Y | +117.5% | +26.5% | +91.0% | +91.0% |
| 3Y | +238.1% | +8.2% | +229.9% | +203.5% |
| 5Y | +292.4% | +24.0% | +268.4% | +200.7% |
| All | +388.5% | +127.5% | +260.9% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling