+45.8%
ADP vs HIG
+122.5%
-76.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.6% |
| 7D | -5.5% | -1.1% | -4.4% | -5.0% |
| 30D | -1.2% | -4.9% | +3.7% | +1.0% |
| 3M | +17.9% | +6.8% | +11.1% | +14.5% |
| 6M | +20.3% | -1.7% | +22.0% | +21.0% |
| YTD | +5.8% | -0.2% | +6.1% | +5.5% |
| 1Y | -7.7% | +5.7% | -13.4% | -10.5% |
| 3Y | +14.7% | +100.3% | -85.6% | -16.9% |
| 5Y | +45.8% | +118.5% | -72.7% | -0.3% |
| All | +45.8% | +122.5% | -76.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling