-4.1%
DHR vs ADP
+18.0%
-22.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -3.9% | -3.4% | -0.5% | -2.6% |
| 30D | +4.0% | +2.8% | +1.2% | +2.9% |
| 3M | +11.5% | +20.9% | -9.4% | +4.0% |
| 6M | +1.9% | +29.9% | -28.0% | -7.8% |
| YTD | -8.9% | +9.6% | -18.5% | -11.3% |
| 1Y | +5.1% | -5.3% | +10.4% | +9.0% |
| All | -4.1% | +18.0% | -22.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling