+23.5%
HPQ vs ADM
+29.6%
-6.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +0.5% |
| 7D | +3.2% | +4.2% | -1.0% | +1.4% |
| 30D | -3.6% | -12.8% | +9.2% | +2.1% |
| 3M | -5.3% | -8.5% | +3.2% | -1.2% |
| 6M | +41.1% | -10.9% | +52.0% | +47.9% |
| YTD | +36.9% | +29.4% | +7.4% | +29.9% |
| 1Y | +23.5% | +27.5% | -4.0% | +16.9% |
| All | +23.5% | +29.6% | -6.1% | +16.9% |
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