+48.7%
ADP vs HDB
-23.2%
+71.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.2% | +2.7% | -0.6% | +1.6% |
| 30D | +10.6% | +14.1% | -3.6% | +7.6% |
| 3M | +12.9% | +11.8% | +1.1% | +10.2% |
| 6M | +50.6% | +8.2% | +42.5% | +47.4% |
| YTD | +23.2% | -29.3% | +52.5% | +32.0% |
| 1Y | +25.3% | -28.8% | +54.0% | +33.9% |
| 3Y | +47.1% | -7.5% | +54.6% | +43.7% |
| All | +48.7% | -23.2% | +71.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling