+25.9%
HD vs ADP
+48.5%
-22.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +4.3% | +3.2% | +1.1% | +3.4% |
| 30D | +20.2% | +14.9% | +5.3% | +15.9% |
| 3M | -1.0% | +11.6% | -12.6% | -3.9% |
| 6M | +7.9% | +48.5% | -40.6% | -3.0% |
| YTD | +2.0% | +20.6% | -18.6% | -0.4% |
| 1Y | -4.3% | +23.7% | -28.0% | -7.5% |
| 3Y | +25.9% | +47.8% | -21.9% | +7.4% |
| All | +25.9% | +48.5% | -22.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling