+313.7%
ADP vs HDB
+61.5%
+252.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | +1.1% | +13.7% | -12.6% | -2.7% |
| 30D | +11.5% | +15.8% | -4.3% | +6.7% |
| 3M | +12.0% | +9.2% | +2.8% | +8.9% |
| 6M | +43.8% | +3.2% | +40.6% | +41.4% |
| YTD | +20.1% | -29.4% | +49.4% | +31.7% |
| 1Y | +22.3% | -27.9% | +50.2% | +33.2% |
| 3Y | +43.3% | -5.9% | +49.2% | +39.4% |
| 5Y | +47.3% | -23.5% | +70.8% | +51.2% |
| 10Y | +313.7% | +61.3% | +252.4% | +248.4% |
| All | +313.7% | +61.5% | +252.2% | +248.4% |
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