+62,539.0%
DHR vs ADP
+12,298.0%
+50,241.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +2.6% | +3.2% | -0.6% | +1.2% |
| 30D | +7.4% | +12.8% | -5.3% | +1.9% |
| 3M | +13.0% | +12.3% | +0.7% | +7.1% |
| 6M | +38.5% | +45.4% | -6.9% | +17.2% |
| YTD | +3.8% | +21.4% | -17.6% | -5.7% |
| 1Y | +12.6% | +23.7% | -11.1% | +1.5% |
| 3Y | +22.0% | +43.6% | -21.7% | +2.4% |
| 5Y | -9.5% | +48.7% | -58.3% | -25.4% |
| 10Y | +249.4% | +316.1% | -66.7% | +83.7% |
| All | +62,539.0% | +12,298.0% | +50,241.0% | +10,538.0% |
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