+12,023.7%
ADP vs HRB
+3,493.2%
+8,530.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -8.1% | +9.0% | +3.1% |
| 30D | +11.9% | +15.0% | -3.1% | +7.9% |
| 3M | +13.7% | +10.2% | +3.5% | +10.3% |
| 6M | +46.8% | +44.2% | +2.5% | +32.9% |
| YTD | +21.8% | +21.0% | +0.8% | +14.2% |
| 1Y | +23.5% | +12.0% | +11.5% | +18.0% |
| 3Y | +44.1% | +24.9% | +19.1% | +31.8% |
| 5Y | +49.9% | +144.6% | -94.7% | +13.4% |
| 10Y | +318.8% | +229.4% | +89.4% | +174.9% |
| All | +12,023.7% | +3,493.2% | +8,530.5% | +3,427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling