+8.5%
HD vs ADP
+49.7%
-41.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | +20.9% | +11.9% | +9.0% | +15.3% |
| 3M | -0.2% | +13.7% | -13.9% | -5.6% |
| 6M | +14.5% | +46.8% | -32.3% | -3.9% |
| YTD | +4.3% | +21.8% | -17.5% | -4.2% |
| 1Y | -3.5% | +23.5% | -27.0% | -11.9% |
| 3Y | +30.1% | +44.1% | -13.9% | +6.5% |
| 5Y | +8.5% | +49.9% | -41.4% | -12.6% |
| All | +8.5% | +49.7% | -41.2% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling