+45.8%
ADP vs HBM
+369.9%
-324.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.8% | -9.2% | -3.8% |
| 7D | -5.5% | +7.4% | -12.8% | -5.8% |
| 30D | -1.2% | +5.1% | -6.3% | -1.5% |
| 3M | +17.9% | +11.1% | +6.7% | +17.0% |
| 6M | +20.3% | +30.2% | -9.9% | +17.4% |
| YTD | +5.8% | +46.2% | -40.4% | +1.4% |
| 1Y | -7.7% | +120.0% | -127.8% | -15.6% |
| 3Y | +14.7% | +527.4% | -512.7% | -10.9% |
| 5Y | +45.8% | +400.4% | -354.6% | +13.9% |
| All | +45.8% | +369.9% | -324.1% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling