+275.2%
ADP vs XHB
+210.4%
+64.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.8% |
| 7D | -5.7% | -5.2% | -0.5% | -3.5% |
| 30D | -1.4% | -12.1% | +10.8% | +4.3% |
| 3M | +16.6% | -6.2% | +22.8% | +18.9% |
| 6M | +24.9% | -6.7% | +31.6% | +26.4% |
| YTD | +5.6% | -5.5% | +11.0% | +5.5% |
| 1Y | -6.0% | -15.6% | +9.6% | -1.0% |
| 3Y | +14.5% | +22.0% | -7.5% | -5.6% |
| 5Y | +47.9% | +31.8% | +16.0% | +13.7% |
| All | +275.2% | +210.4% | +64.8% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XHB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling