+319.9%
ADP vs HIG
+261.7%
+58.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | +2.2% | +2.6% | -0.4% | +1.1% |
| 30D | +10.6% | +4.2% | +6.4% | +8.8% |
| 3M | +12.9% | +0.2% | +12.7% | +12.8% |
| 6M | +50.6% | +4.6% | +46.0% | +47.9% |
| YTD | +23.2% | +1.1% | +22.1% | +22.3% |
| 1Y | +25.3% | +4.7% | +20.6% | +22.5% |
| 3Y | +47.1% | +95.5% | -48.3% | +11.4% |
| 5Y | +50.1% | +111.7% | -61.6% | +8.9% |
| All | +319.9% | +261.7% | +58.2% | +159.9% |
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