-4.3%
HD vs ADP
+21.2%
-25.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +4.3% | +3.2% | +1.1% | +3.8% |
| 30D | +20.2% | +14.9% | +5.3% | +18.0% |
| 3M | -1.0% | +11.6% | -12.6% | -2.5% |
| 6M | +7.9% | +48.5% | -40.6% | +4.5% |
| YTD | +2.0% | +20.6% | -18.6% | +10.4% |
| 1Y | -4.3% | +23.7% | -28.0% | -1.7% |
| All | -4.3% | +21.2% | -25.5% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling