+1,043.9%
ADP vs HDB
+3,812.1%
-2,768.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | +0.4% | -3.9% | -3.5% |
| 30D | +2.8% | -2.8% | +5.6% | +3.4% |
| 3M | +20.9% | -3.5% | +24.5% | +21.5% |
| 6M | +29.9% | -24.7% | +54.6% | +37.5% |
| YTD | +9.6% | -36.6% | +46.2% | +20.7% |
| 1Y | -5.3% | -34.4% | +29.1% | +3.3% |
| 3Y | +16.5% | -24.4% | +40.9% | +20.9% |
| 5Y | +49.4% | -35.4% | +84.8% | +59.2% |
| 10Y | +282.2% | +39.5% | +242.7% | +232.5% |
| All | +1,043.9% | +3,812.1% | -2,768.2% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling