+489.7%
HPE vs ADM
+178.5%
+311.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.7% | -6.4% |
| 7D | +1.4% | +3.0% | -1.6% | +0.1% |
| 30D | +1.5% | +8.7% | -7.2% | -2.4% |
| 3M | +21.7% | +7.6% | +14.1% | +17.1% |
| 6M | +164.2% | +26.9% | +137.3% | +135.6% |
| YTD | +132.1% | +54.3% | +77.8% | +89.1% |
| 1Y | +130.6% | +45.7% | +85.0% | +91.3% |
| 3Y | +244.1% | +21.9% | +222.2% | +199.5% |
| 5Y | +340.8% | +67.2% | +273.7% | +193.9% |
| All | +489.7% | +178.5% | +311.3% | +176.5% |
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