+295.1%
ADP vs HWM
+1,494.1%
-1,199.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | -2.1% | -1.3% | -3.1% |
| 30D | +2.8% | -11.0% | +13.8% | +5.4% |
| 3M | +20.9% | +4.0% | +16.9% | +19.0% |
| 6M | +29.9% | -0.2% | +30.1% | +28.2% |
| YTD | +9.6% | +26.7% | -17.0% | +1.4% |
| 1Y | -5.3% | +44.7% | -50.0% | -15.7% |
| 3Y | +16.5% | +426.1% | -409.6% | -29.0% |
| 5Y | +49.4% | +738.5% | -689.1% | -20.7% |
| All | +295.1% | +1,494.1% | -1,199.0% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling