+130.6%
HPE vs ADM
+44.2%
+86.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.7% | -6.3% |
| 7D | +1.4% | +3.0% | -1.6% | +1.0% |
| 30D | +1.5% | +8.7% | -7.2% | +0.2% |
| 3M | +21.7% | +7.6% | +14.1% | +20.3% |
| 6M | +164.2% | +26.9% | +137.3% | +153.2% |
| YTD | +132.1% | +54.3% | +77.8% | +129.6% |
| 1Y | +130.6% | +45.7% | +85.0% | +128.4% |
| All | +130.6% | +44.2% | +86.4% | +128.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling