+248.6%
HD vs ADP
+322.2%
-73.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +1.5% | +2.2% | -0.6% | +0.3% |
| 30D | +18.0% | +10.6% | +7.4% | +11.9% |
| 3M | +2.8% | +12.9% | -10.1% | -3.8% |
| 6M | +17.0% | +50.6% | -33.7% | -7.3% |
| YTD | +3.5% | +23.2% | -19.7% | -9.0% |
| 1Y | -2.6% | +25.3% | -27.8% | -15.1% |
| 3Y | +30.7% | +47.1% | -16.4% | +1.7% |
| 5Y | +6.2% | +50.1% | -43.8% | -19.6% |
| All | +248.6% | +322.2% | -73.6% | +54.7% |
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