+31,139.8%
HD vs ADP
+11,097.1%
+20,042.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.0% |
| 7D | -2.1% | -3.4% | +1.4% | -0.3% |
| 30D | -8.4% | +2.8% | -11.2% | -9.9% |
| 3M | +4.3% | +20.9% | -16.6% | -6.2% |
| 6M | -11.1% | +29.9% | -41.0% | -23.9% |
| YTD | -4.7% | +9.6% | -14.3% | -11.2% |
| 1Y | -19.8% | -5.3% | -14.5% | -19.3% |
| 3Y | +4.1% | +16.5% | -12.4% | -7.5% |
| 5Y | +10.3% | +49.4% | -39.1% | -15.0% |
| 10Y | +203.2% | +282.2% | -79.0% | +39.0% |
| All | +31,139.8% | +11,097.1% | +20,042.7% | +2,027.1% |
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