+11,987.3%
ADP vs HSY
+4,423.4%
+7,563.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.2% | +3.8% | -0.6% | +1.9% |
| 30D | +12.8% | +6.9% | +5.9% | +10.4% |
| 3M | +12.3% | -4.1% | +16.4% | +13.8% |
| 6M | +45.4% | -5.0% | +50.4% | +47.4% |
| YTD | +21.4% | -2.3% | +23.7% | +21.1% |
| 1Y | +23.7% | +6.1% | +17.6% | +20.0% |
| 3Y | +43.6% | -0.7% | +44.3% | +39.1% |
| 5Y | +48.7% | +9.9% | +38.8% | +38.4% |
| 10Y | +316.1% | +127.8% | +188.3% | +208.7% |
| All | +11,987.3% | +4,423.4% | +7,563.9% | +3,407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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