-9.3%
HAL vs ADP
+45.5%
-54.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.6% | +0.3% | +2.4% | +2.6% |
| 30D | -0.1% | +11.6% | -11.7% | -2.7% |
| 3M | -1.1% | +15.1% | -16.2% | -4.5% |
| 6M | -20.7% | +46.0% | -66.8% | -28.5% |
| YTD | +17.5% | +22.4% | -4.9% | +13.5% |
| 1Y | +24.1% | +24.5% | -0.4% | +18.9% |
| All | -9.3% | +45.5% | -54.7% | -15.5% |
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 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