+38.6%
HPQ vs ADM
+67.1%
-28.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.2% |
| 7D | +2.2% | +1.4% | +0.9% | +1.8% |
| 30D | +9.7% | +8.2% | +1.5% | +7.2% |
| 3M | +32.7% | +8.7% | +24.0% | +29.3% |
| 6M | +77.7% | +29.1% | +48.6% | +64.5% |
| YTD | +51.0% | +53.7% | -2.7% | +32.8% |
| 1Y | +18.4% | +43.2% | -24.8% | +5.9% |
| 3Y | +25.6% | +21.4% | +4.2% | +15.8% |
| 5Y | +38.6% | +67.1% | -28.5% | +8.7% |
| All | +38.6% | +67.1% | -28.5% | +8.7% |
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