+39.7%
HAL vs ADP
+47.3%
-7.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | -12.0% | +3.2% | -15.2% | -13.0% |
| 30D | +0.3% | +14.9% | -14.6% | -4.7% |
| 3M | -1.6% | +11.6% | -13.2% | -5.8% |
| 6M | -20.5% | +48.5% | -68.9% | -32.2% |
| YTD | +14.2% | +20.6% | -6.3% | +6.1% |
| 1Y | +18.9% | +23.7% | -4.8% | +9.1% |
| 3Y | -13.7% | +47.8% | -61.5% | -27.7% |
| All | +39.7% | +47.3% | -7.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling