-8.3%
ADP vs HBM
+117.5%
-125.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.1% |
| 7D | -5.7% | +5.5% | -11.2% | -5.0% |
| 30D | -3.1% | +3.3% | -6.4% | -2.5% |
| 3M | +15.6% | +12.7% | +2.9% | +18.8% |
| 6M | +20.8% | +28.2% | -7.4% | +27.1% |
| YTD | +4.7% | +45.3% | -40.6% | +9.3% |
| 1Y | -8.3% | +121.7% | -130.0% | -7.0% |
| All | -8.3% | +117.5% | -125.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling