+49.1%
ADP vs HWM
+522.0%
-472.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.6% |
| 7D | +3.2% | +3.3% | -0.1% | +2.5% |
| 30D | +14.9% | -7.6% | +22.5% | +16.1% |
| 3M | +11.6% | -28.9% | +40.5% | +18.1% |
| 6M | +48.5% | -19.7% | +68.1% | +52.4% |
| YTD | +20.6% | +0.5% | +20.0% | +15.8% |
| 1Y | +23.7% | +0.3% | +23.4% | +18.8% |
| 3Y | +47.8% | +325.8% | -278.0% | -16.7% |
| All | +49.1% | +522.0% | -472.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling