+3,701.5%
ADP vs HIG
+974.1%
+2,727.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +11.5% | +4.5% | +7.1% | +10.7% |
| 3M | +12.0% | -5.5% | +17.5% | +13.1% |
| 6M | +43.8% | +3.1% | +40.7% | +43.1% |
| YTD | +20.1% | -0.8% | +20.9% | +20.2% |
| 1Y | +22.3% | +6.1% | +16.2% | +21.0% |
| 3Y | +43.3% | +94.1% | -50.8% | +28.3% |
| 5Y | +47.3% | +106.4% | -59.1% | +30.3% |
| 10Y | +313.7% | +265.1% | +48.6% | +229.0% |
| All | +3,701.5% | +974.1% | +2,727.4% | +1,691.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling