+114.4%
HPE vs ADM
+29.6%
+84.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.2% |
| 7D | +7.9% | +4.2% | +3.7% | +7.1% |
| 30D | -23.5% | -12.8% | -10.6% | -21.4% |
| 3M | -19.1% | -8.5% | -10.6% | -17.9% |
| 6M | +51.4% | -10.9% | +62.3% | +54.8% |
| YTD | +103.4% | +29.4% | +74.0% | +97.2% |
| 1Y | +114.4% | +27.5% | +86.9% | +107.4% |
| All | +114.4% | +29.6% | +84.8% | +107.4% |
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