+45.8%
ADP vs HRB
+112.6%
-66.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -1.8% |
| 7D | -5.5% | -9.1% | +3.6% | -3.2% |
| 30D | -1.2% | +0.3% | -1.5% | -1.8% |
| 3M | +17.9% | +23.4% | -5.5% | +11.2% |
| 6M | +20.3% | +45.1% | -24.8% | +8.6% |
| YTD | +5.8% | +8.9% | -3.1% | +1.7% |
| 1Y | -7.7% | -7.9% | +0.2% | -8.2% |
| 3Y | +14.7% | +27.9% | -13.2% | +4.5% |
| 5Y | +45.8% | +108.3% | -62.5% | +24.4% |
| All | +45.8% | +112.6% | -66.8% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling