+10.3%
HPQ vs ADM
+24.7%
-14.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.2% |
| 7D | -3.2% | +0.1% | -3.4% | -3.3% |
| 30D | -3.0% | -11.8% | +8.8% | +0.7% |
| 3M | +0.6% | -11.3% | +11.9% | +4.5% |
| 6M | +36.6% | -10.0% | +46.6% | +41.1% |
| YTD | +35.0% | +25.9% | +9.1% | +26.5% |
| 1Y | +23.1% | +26.7% | -3.6% | +15.0% |
| 3Y | +18.6% | +8.1% | +10.5% | +12.7% |
| 5Y | +10.3% | +23.5% | -13.2% | +0.2% |
| All | +10.3% | +24.7% | -14.4% | +0.2% |
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 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