+316.8%
ADP vs HWM
+1,472.2%
-1,155.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.8% |
| 7D | +3.2% | +3.3% | -0.1% | +2.2% |
| 30D | +14.9% | -7.6% | +22.5% | +16.4% |
| 3M | +11.6% | -28.9% | +40.5% | +19.8% |
| 6M | +48.5% | -19.7% | +68.1% | +53.7% |
| YTD | +20.6% | +0.5% | +20.0% | +16.7% |
| 1Y | +23.7% | +0.3% | +23.4% | +19.7% |
| 3Y | +47.8% | +325.8% | -278.0% | -6.5% |
| 5Y | +47.7% | +524.7% | -477.0% | -16.8% |
| All | +316.8% | +1,472.2% | -1,155.4% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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