+261.0%
HPE vs ADM
+24.7%
+236.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -28.6% | -11.8% | -16.7% | -26.7% |
| 3M | -7.4% | -11.3% | +3.9% | -5.2% |
| 6M | +63.7% | -10.0% | +73.7% | +66.6% |
| YTD | +111.7% | +25.9% | +85.8% | +100.0% |
| 1Y | +123.5% | +26.7% | +96.8% | +110.5% |
| 3Y | +238.7% | +8.1% | +230.5% | +224.7% |
| 5Y | +261.0% | +23.5% | +237.5% | +209.8% |
| All | +261.0% | +24.7% | +236.3% | +209.8% |
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