+59.2%
HAL vs ADP
+49.5%
+9.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.9% |
| 7D | +6.1% | +2.2% | +3.9% | +5.3% |
| 30D | +2.9% | +10.6% | -7.7% | -0.9% |
| 3M | +3.3% | +12.9% | -9.6% | -1.4% |
| 6M | -16.9% | +50.6% | -67.6% | -29.5% |
| YTD | +21.2% | +23.2% | -2.0% | +11.7% |
| 1Y | +27.5% | +25.3% | +2.3% | +16.6% |
| 3Y | -6.4% | +47.1% | -53.6% | -21.2% |
| All | +59.2% | +49.5% | +9.7% | +32.8% |
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 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