+248.5%
DHR vs ADP
+319.4%
-70.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +4.2% | +11.6% | -7.4% | -1.5% |
| 3M | +13.0% | +15.1% | -2.0% | +5.1% |
| 6M | +40.2% | +46.0% | -5.9% | +15.5% |
| YTD | +2.0% | +22.4% | -20.4% | -8.7% |
| 1Y | +6.6% | +24.5% | -17.9% | -5.5% |
| 3Y | +19.9% | +44.8% | -24.9% | -2.7% |
| 5Y | -11.7% | +49.1% | -60.8% | -29.8% |
| All | +248.5% | +319.4% | -70.9% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling