+1,387.4%
HWM vs ADM
+107.1%
+1,280.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.8% |
| 7D | +3.3% | -9.0% | +12.3% | +7.7% |
| 30D | -7.6% | -14.0% | +6.4% | -1.2% |
| 3M | -28.9% | -9.2% | -19.8% | -26.4% |
| 6M | -19.7% | -9.2% | -10.5% | -17.4% |
| YTD | +0.5% | +24.2% | -23.7% | -13.4% |
| 1Y | +0.3% | +27.0% | -26.7% | -14.9% |
| 3Y | +325.8% | +6.6% | +319.2% | +272.3% |
| 5Y | +524.7% | +25.0% | +499.8% | +346.3% |
| 10Y | +1,491.8% | +100.2% | +1,391.5% | +608.5% |
| All | +1,387.4% | +107.1% | +1,280.4% | +562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling