+33,950.9%
HD vs ADP
+12,367.0%
+21,583.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.2% |
| 7D | +6.4% | +7.4% | -1.0% | +2.5% |
| 30D | +22.1% | +17.1% | +5.0% | +12.5% |
| 3M | -0.2% | +14.4% | -14.6% | -7.1% |
| 6M | +12.6% | +47.9% | -35.3% | -9.3% |
| YTD | +3.9% | +22.1% | -18.2% | -8.5% |
| 1Y | -3.7% | +21.8% | -25.5% | -15.0% |
| 3Y | +27.9% | +50.5% | -22.6% | -0.5% |
| 5Y | +7.8% | +49.6% | -41.7% | -16.8% |
| 10Y | +269.4% | +329.3% | -59.9% | +59.5% |
| All | +33,950.9% | +12,367.0% | +21,583.9% | +2,091.5% |
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