+19.7%
HPQ vs ADM
+18.5%
+1.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +3.7% | +11.0% | -7.3% | +1.2% |
| 3M | +24.3% | +6.0% | +18.3% | +22.5% |
| 6M | +64.8% | +26.9% | +37.8% | +56.1% |
| YTD | +43.9% | +50.0% | -6.1% | +31.6% |
| 1Y | +11.7% | +39.6% | -27.9% | +3.4% |
| 3Y | +19.7% | +18.5% | +1.1% | +7.2% |
| All | +19.7% | +18.5% | +1.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling