+117.5%
HPE vs ADM
+27.8%
+89.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +13.6% | +0.7% | +12.9% | +13.4% |
| 30D | -27.1% | -14.7% | -12.4% | -25.0% |
| 3M | -14.5% | -10.4% | -4.0% | -13.0% |
| 6M | +66.9% | -10.9% | +77.9% | +69.9% |
| YTD | +111.3% | +26.0% | +85.3% | +107.4% |
| 1Y | +117.5% | +26.5% | +91.0% | +114.0% |
| All | +117.5% | +27.8% | +89.7% | +114.0% |
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 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