+11,987.3%
ADP vs HRB
+3,493.9%
+8,493.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | -4.0% | +7.2% | +4.2% |
| 30D | +12.8% | +15.8% | -3.0% | +8.5% |
| 3M | +12.3% | +12.0% | +0.3% | +8.5% |
| 6M | +45.4% | +40.7% | +4.7% | +32.5% |
| YTD | +21.4% | +21.0% | +0.4% | +13.9% |
| 1Y | +23.7% | +11.7% | +12.1% | +18.3% |
| 3Y | +43.6% | +25.0% | +18.7% | +31.4% |
| 5Y | +48.7% | +141.0% | -92.3% | +12.9% |
| 10Y | +316.1% | +241.3% | +74.8% | +170.8% |
| All | +11,987.3% | +3,493.9% | +8,493.4% | +3,417.0% |
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