+316.8%
ADP vs HST
+142.8%
+174.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.2% | -2.7% | +5.9% | +4.0% |
| 30D | +14.9% | +10.7% | +4.2% | +11.4% |
| 3M | +11.6% | +6.3% | +5.4% | +9.4% |
| 6M | +48.5% | +19.0% | +29.5% | +40.2% |
| YTD | +20.6% | +47.0% | -26.5% | +6.5% |
| 1Y | +23.7% | +53.4% | -29.8% | +7.8% |
| 3Y | +47.8% | +78.0% | -30.2% | +20.7% |
| 5Y | +47.7% | +71.7% | -24.0% | +18.8% |
| All | +316.8% | +142.8% | +174.0% | +192.7% |
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