+105.3%
HAL vs ADP
+49.8%
+55.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +2.9% | -3.4% | +6.4% | +4.2% |
| 30D | +17.0% | +2.8% | +14.3% | +15.8% |
| 3M | -9.7% | +20.9% | -30.6% | -16.1% |
| 6M | +8.6% | +29.9% | -21.2% | -2.5% |
| YTD | +33.0% | +9.6% | +23.3% | +28.2% |
| 1Y | +68.3% | -5.3% | +73.6% | +73.2% |
| 3Y | +0.1% | +16.5% | -16.4% | -6.7% |
| All | +105.3% | +49.8% | +55.5% | +77.7% |
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