+62,326.8%
DHR vs ADP
+12,335.4%
+49,991.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.2% | +0.9% | -0.8% | -0.3% |
| 30D | +6.4% | +11.9% | -5.5% | +1.2% |
| 3M | +13.6% | +13.7% | -0.1% | +7.1% |
| 6M | +41.9% | +46.8% | -4.9% | +19.6% |
| YTD | +3.4% | +21.8% | -18.4% | -6.2% |
| 1Y | +9.9% | +23.5% | -13.7% | -1.0% |
| 3Y | +21.6% | +44.1% | -22.5% | +1.9% |
| 5Y | -10.6% | +49.9% | -60.5% | -26.5% |
| 10Y | +245.2% | +318.8% | -73.6% | +81.0% |
| All | +62,326.8% | +12,335.4% | +49,991.4% | +10,488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling