+313.7%
ADP vs HST
+144.9%
+168.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | +11.5% | +11.6% | -0.1% | +7.8% |
| 3M | +12.0% | +9.5% | +2.5% | +8.8% |
| 6M | +43.8% | +18.9% | +24.9% | +35.9% |
| YTD | +20.1% | +51.0% | -30.9% | +5.2% |
| 1Y | +22.3% | +53.0% | -30.7% | +6.7% |
| 3Y | +43.3% | +87.5% | -44.2% | +15.2% |
| 5Y | +47.3% | +76.7% | -29.3% | +17.5% |
| 10Y | +313.7% | +137.9% | +175.8% | +186.8% |
| All | +313.7% | +144.9% | +168.8% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling