+17.8%
ADP vs HST
+68.9%
-51.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | +2.8% | -12.3% | +15.0% | +5.5% |
| 3M | +20.9% | -6.4% | +27.3% | +22.3% |
| 6M | +29.9% | +15.0% | +14.9% | +25.0% |
| YTD | +9.6% | +30.5% | -20.9% | +2.3% |
| 1Y | -5.3% | +35.7% | -40.9% | -12.5% |
| All | +17.8% | +68.9% | -51.1% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling