+316.1%
ADP vs HDB
+61.4%
+254.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | +3.2% | +12.7% | -9.5% | -0.4% |
| 30D | +12.8% | +16.6% | -3.8% | +7.7% |
| 3M | +12.3% | +10.8% | +1.5% | +8.7% |
| 6M | +45.4% | +3.8% | +41.6% | +42.7% |
| YTD | +21.4% | -28.9% | +50.3% | +33.0% |
| 1Y | +23.7% | -28.0% | +51.7% | +34.8% |
| 3Y | +43.6% | -7.2% | +50.8% | +40.5% |
| 5Y | +48.7% | -22.2% | +71.0% | +51.8% |
| 10Y | +316.1% | +63.6% | +252.5% | +250.1% |
| All | +316.1% | +61.4% | +254.7% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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