+3,371.7%
ADP vs HIG
+1,002.1%
+2,369.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | +2.8% | -3.2% | +6.0% | +3.3% |
| 3M | +20.9% | +9.1% | +11.8% | +19.2% |
| 6M | +29.9% | -1.8% | +31.7% | +30.2% |
| YTD | +9.6% | +1.8% | +7.9% | +9.2% |
| 1Y | -5.3% | +4.6% | -9.8% | -6.1% |
| 3Y | +16.5% | +101.6% | -85.2% | +3.5% |
| 5Y | +49.4% | +124.5% | -75.1% | +30.2% |
| 10Y | +282.2% | +317.8% | -35.6% | +198.0% |
| All | +3,371.7% | +1,002.1% | +2,369.7% | +1,528.7% |
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