+571.9%
HPE vs ADM
+120.4%
+451.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.4% | -4.9% |
| 7D | +7.9% | +4.2% | +3.7% | +5.9% |
| 30D | -23.5% | -12.8% | -10.6% | -19.0% |
| 3M | -19.1% | -8.5% | -10.6% | -16.5% |
| 6M | +51.4% | -10.9% | +62.3% | +57.4% |
| YTD | +103.4% | +29.4% | +74.0% | +77.6% |
| 1Y | +114.4% | +27.5% | +86.9% | +87.8% |
| 3Y | +224.7% | +10.3% | +214.3% | +188.9% |
| 5Y | +277.8% | +27.4% | +250.4% | +191.4% |
| 10Y | +371.1% | +134.6% | +236.5% | +138.7% |
| All | +571.9% | +120.4% | +451.5% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling