+33,321.4%
HD vs ADP
+12,213.2%
+21,108.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 3M | -1.0% | +11.6% | -12.6% | -6.7% |
| 6M | +7.9% | +48.5% | -40.6% | -13.3% |
| YTD | +2.0% | +20.6% | -18.6% | -9.6% |
| 1Y | -4.3% | +23.7% | -28.0% | -16.2% |
| 3Y | +25.9% | +47.8% | -21.9% | -1.0% |
| 5Y | +5.8% | +47.7% | -41.9% | -17.8% |
| 10Y | +262.5% | +324.0% | -61.4% | +57.6% |
| All | +33,321.4% | +12,213.2% | +21,108.2% | +2,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling