+1,498.2%
HWM vs ADM
+100.6%
+1,397.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +3.4% | -9.0% | +12.4% | +7.8% |
| 30D | -7.5% | -14.0% | +6.4% | -1.1% |
| 3M | -28.9% | -9.2% | -19.7% | -26.3% |
| 6M | -19.6% | -9.2% | -10.5% | -17.4% |
| YTD | +0.6% | +24.2% | -23.6% | -13.4% |
| 1Y | +0.3% | +27.0% | -26.6% | -14.9% |
| 3Y | +326.1% | +6.6% | +319.5% | +272.3% |
| 5Y | +525.2% | +25.0% | +500.2% | +345.4% |
| All | +1,498.2% | +100.6% | +1,397.6% | +613.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling