+318.8%
ADP vs HIG
+268.2%
+50.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | +11.9% | +5.4% | +6.5% | +9.6% |
| 3M | +13.7% | -0.9% | +14.7% | +14.2% |
| 6M | +46.8% | +4.8% | +42.0% | +44.0% |
| YTD | +21.8% | +0.9% | +20.9% | +21.0% |
| 1Y | +23.5% | +6.5% | +17.1% | +20.0% |
| 3Y | +44.1% | +95.7% | -51.7% | +9.1% |
| 5Y | +49.9% | +107.1% | -57.2% | +9.7% |
| 10Y | +318.8% | +262.6% | +56.1% | +159.3% |
| All | +318.8% | +268.2% | +50.5% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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