+279.0%
ADP vs HIG
+314.4%
-35.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | -3.1% | -2.8% | -0.3% | -2.0% |
| 3M | +15.6% | +6.3% | +9.3% | +12.8% |
| 6M | +20.8% | -0.1% | +20.9% | +20.6% |
| YTD | +4.7% | +0.4% | +4.3% | +4.2% |
| 1Y | -8.3% | +6.2% | -14.5% | -10.9% |
| 3Y | +13.6% | +101.6% | -88.1% | -15.2% |
| 5Y | +45.0% | +119.8% | -74.8% | +3.6% |
| 10Y | +279.0% | +311.7% | -32.7% | +115.6% |
| All | +279.0% | +314.4% | -35.4% | +115.6% |
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