+343.8%
HPE vs ADM
+64.4%
+279.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.9% | +7.8% |
| 7D | +10.1% | -0.1% | +10.2% | +10.1% |
| 30D | +5.3% | +11.0% | -5.7% | +2.6% |
| 3M | +12.7% | +6.0% | +6.7% | +10.8% |
| 6M | +167.7% | +26.9% | +140.7% | +152.2% |
| YTD | +135.5% | +50.0% | +85.4% | +113.8% |
| 1Y | +143.4% | +39.6% | +103.8% | +123.9% |
| 3Y | +249.2% | +18.5% | +230.6% | +233.1% |
| 5Y | +343.8% | +62.6% | +281.3% | +246.7% |
| All | +343.8% | +64.4% | +279.4% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling