+11,987.3%
ADP vs HST
+1,597.5%
+10,389.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +12.8% | +14.5% | -1.7% | +9.3% |
| 3M | +12.3% | +15.4% | -3.1% | +8.6% |
| 6M | +45.4% | +22.0% | +23.4% | +38.5% |
| YTD | +21.4% | +54.9% | -33.5% | +9.3% |
| 1Y | +23.7% | +54.0% | -30.3% | +11.5% |
| 3Y | +43.6% | +90.4% | -46.8% | +21.9% |
| 5Y | +48.7% | +84.2% | -35.5% | +25.0% |
| 10Y | +316.1% | +144.6% | +171.5% | +214.0% |
| All | +11,987.3% | +1,597.5% | +10,389.8% | +4,716.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling