+254.2%
HD vs ADP
+318.0%
-63.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | +4.3% | +3.2% | +1.1% | +2.7% |
| 30D | +20.2% | +14.9% | +5.3% | +11.7% |
| 3M | -1.0% | +11.6% | -12.6% | -6.8% |
| 6M | +7.9% | +48.5% | -40.6% | -13.8% |
| YTD | +2.0% | +20.6% | -18.6% | -9.3% |
| 1Y | -4.3% | +23.7% | -28.0% | -16.1% |
| 3Y | +25.9% | +47.8% | -21.9% | -2.4% |
| 5Y | +5.8% | +47.7% | -41.9% | -19.2% |
| All | +254.2% | +318.0% | -63.8% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling