+10,816.5%
ADP vs HRB
+3,357.9%
+7,458.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.1% |
| 7D | -3.4% | -5.7% | +2.2% | -2.0% |
| 30D | +2.8% | +7.9% | -5.1% | +0.3% |
| 3M | +20.9% | +32.1% | -11.2% | +12.2% |
| 6M | +29.9% | +62.2% | -32.4% | +13.6% |
| YTD | +9.6% | +16.4% | -6.8% | +4.0% |
| 1Y | -5.3% | -0.3% | -5.0% | -6.8% |
| 3Y | +16.5% | +36.0% | -19.6% | +4.3% |
| 5Y | +49.4% | +125.2% | -75.8% | +15.4% |
| 10Y | +282.2% | +237.7% | +44.5% | +149.7% |
| All | +10,816.5% | +3,357.9% | +7,458.6% | +3,112.1% |
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 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