-18.6%
HAL vs ADP
+318.0%
-336.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | -12.0% | +3.2% | -15.2% | -13.9% |
| 30D | +0.3% | +14.9% | -14.6% | -8.6% |
| 3M | -1.6% | +11.6% | -13.2% | -9.1% |
| 6M | -20.5% | +48.5% | -68.9% | -40.0% |
| YTD | +14.2% | +20.6% | -6.3% | -1.9% |
| 1Y | +18.9% | +23.7% | -4.8% | +0.2% |
| 3Y | -13.7% | +47.8% | -61.5% | -37.6% |
| 5Y | +42.2% | +47.7% | -5.5% | -1.5% |
| All | -18.6% | +318.0% | -336.6% | -56.8% |
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 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