+498.3%
HAL vs ADP
+12,160.8%
-11,662.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -7.9% | +1.1% | -9.0% | -8.5% |
| 30D | -2.1% | +11.5% | -13.6% | -7.8% |
| 3M | +0.4% | +12.0% | -11.6% | -6.0% |
| 6M | -19.2% | +43.8% | -63.0% | -34.2% |
| YTD | +14.4% | +20.1% | -5.7% | +1.2% |
| 1Y | +18.0% | +22.3% | -4.3% | +3.4% |
| 3Y | -9.7% | +43.3% | -53.0% | -28.0% |
| 5Y | +40.1% | +47.3% | -7.2% | +8.0% |
| 10Y | -19.1% | +313.7% | -332.8% | -61.8% |
| All | +498.3% | +12,160.8% | -11,662.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling