+23.7%
ADP vs HDB
-27.5%
+51.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.1% |
| 7D | +3.2% | +12.7% | -9.5% | +2.1% |
| 30D | +12.8% | +16.6% | -3.8% | +11.3% |
| 3M | +12.3% | +10.8% | +1.5% | +11.1% |
| 6M | +45.4% | +3.8% | +41.6% | +43.9% |
| YTD | +21.4% | -28.9% | +50.3% | +19.7% |
| 1Y | +23.7% | -28.0% | +51.7% | +22.0% |
| All | +23.7% | -27.5% | +51.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling