+46.2%
ADP vs HWM
+353.4%
-307.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +0.3% | +11.1% | -10.9% | 0.0% |
| 30D | +11.6% | +3.0% | +8.6% | +11.5% |
| 3M | +15.1% | -20.7% | +35.8% | +16.2% |
| 6M | +46.0% | -17.2% | +63.2% | +47.0% |
| YTD | +22.4% | +9.1% | +13.3% | +19.0% |
| 1Y | +24.5% | +9.0% | +15.4% | +21.0% |
| All | +46.2% | +353.4% | -307.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling