+1,158.0%
ADP vs HDB
+4,142.9%
-2,984.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | +3.2% | +13.3% | -10.1% | +0.3% |
| 30D | +14.9% | +13.6% | +1.4% | +11.6% |
| 3M | +11.6% | +5.8% | +5.9% | +10.0% |
| 6M | +48.5% | -1.9% | +50.4% | +48.3% |
| YTD | +20.6% | -31.2% | +51.8% | +30.1% |
| 1Y | +23.7% | -29.6% | +53.3% | +32.6% |
| 3Y | +47.8% | -10.1% | +57.9% | +47.3% |
| 5Y | +47.7% | -24.3% | +72.1% | +51.7% |
| 10Y | +324.0% | +59.3% | +264.7% | +257.8% |
| All | +1,158.0% | +4,142.9% | -2,984.9% | +471.2% |
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