+45.0%
ADP vs HRB
+25.0%
+20.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | -4.0% | +7.2% | +4.3% |
| 30D | +12.8% | +15.8% | -3.0% | +8.2% |
| 3M | +12.3% | +12.0% | +0.3% | +8.2% |
| 6M | +45.4% | +40.7% | +4.7% | +31.6% |
| YTD | +21.4% | +21.0% | +0.4% | +12.3% |
| 1Y | +23.7% | +11.7% | +12.1% | +16.1% |
| All | +45.0% | +25.0% | +20.0% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling