+49.1%
ADP vs HWM
+606.1%
-557.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.3% | +11.1% | -10.9% | -1.5% |
| 30D | +11.6% | +3.0% | +8.6% | +10.7% |
| 3M | +15.1% | -20.7% | +35.8% | +19.5% |
| 6M | +46.0% | -17.2% | +63.2% | +49.6% |
| YTD | +22.4% | +9.1% | +13.3% | +16.0% |
| 1Y | +24.5% | +9.0% | +15.4% | +17.8% |
| 3Y | +44.8% | +353.8% | -309.0% | -18.9% |
| 5Y | +49.1% | +608.0% | -559.0% | -32.5% |
| All | +49.1% | +606.1% | -557.0% | -32.5% |
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 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